The objective of this study was to determine the most effective physical exercise in reducing burnout syndrome levels in university students. Methods: An experimental study was carried with 2 intervention groups with aerobic and strength exercise and one control group without exercise. Instruments: Maslach Burnout Inventory Students Survey and Heart Rate Variability (HRV): RR mean, SDNN, and RMSSD. Results: In exhaustion there was the greatest percentage of change in the aerobics group with a reduction of 26 %, followed by the strength group (19.5 %). In the cynicism it was the strength group that had the greatest reduction (27%) over the aerobics group (21%). Comparison between groups of aerobics and strength: dimension effectiveness low (d = 0.284, PD = 10.51 %), in exhaustion and cynicism trivial (d = 0.068, PD = 4.83 %; and 0.030, 3.39 %). In HRV three variables with trivial effect size (d = 0.071, 0.85%; 0.177, 5.22% and 0.075, 2.95%). HRV behaved differently: RR mean, the difference was large (d = 0.905, 10.24%), in SDNN it was moderate (d = 0.515, 14.48%), whereas in RMSSD it was small. Conclusions: Aerobic exercises were more effective in reducing levels of exhaustion, while strength exercises reduced levels of the cynicism and effectiveness dimensions.