Employees' recovery from the effects of occupational stress can be affected by their actions during time away from work. Conservation of resources theory argues that a key to an effective stress recovery process is the replenishment of resources during off‐work time (a weekend in the present study). We test a model of the stress recovery process during a weekend whereby two recovery mechanisms (weekend activities and recovery experiences) improve two personal resources (self‐regulatory capacity and state optimism), subsequently affecting psychological outcomes (work engagement and burnout) at the start of the next workweek. Employees (n = 233) from various jobs responded to online surveys before and after a weekend. Controlling for pre‐weekend resource levels and psychological outcomes assessed on Friday, the two weekend stress recovery mechanisms (weekend activities and recovery experiences) contributed to improving or maintaining self‐regulatory and optimism resources on Monday. Of note, psychological detachment may result in less rather than more of the resource of state optimism on Monday. Monday resource levels were linked to improved work engagement and burnout. As proposed by conservation of resources theory, employees can benefit from participating in activities that replenish resources necessary to meet work demands upon returning to work after a weekend. Copyright © 2016 John Wiley & Sons, Ltd.