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This paper aims to explore the association between procedural justice (PJ) of the Performance Appraisal (PA) system and emotional exhaustion (EE). Organizational justice is defined as the concept of fairness within organization and it is often regarded as a two-dimensional construct of procedural and distributive justice. PJ refers to the PA system satisfaction, while distributive justice is related with the satisfaction of outcomes received. PJ is determined by five dimensions (fairness, two-way communication between supervisor and subordinate, trust to the supervisor, clarity of expectations and understanding of PA). Some researchers have claimed that employees, who perceive inequity on the PA processes and outcomes, may be exposed to emotional burnout. EE reflects a lack of energy and a feeling that employees’ emotional resources are used up. Drawing from the hospitality marketing research, EE is considered as one of the most crucial factors devastating service provision of frontline employees, as well as the subsequent customer satisfaction. The strong negative relationship between PJ and EE was confirmed in a sample of 224 frontline hotel employees. In particular, understanding of the appraisal process was the most dominant predictor of EE. Regarding situational factors, only resource inadequacy exerted a significant relationship.