The primary aim was to evaluate the burnout prevalence among healthcare workers (HCWs) in intensive care units (ICUs) and emergency departments (EDs) during the COVID-19 pandemic. The secondary aim was to identify factors associated with burnout in this population. A systematic review was conducted following PRISMA guidelines by searching PubMed, Embase, PsychINFO, and Scopus from 1 January to 24 November 2020. Studies with information about burnout prevalence/level during the pandemic regarding ICU/ED HCWs were eligible. A total of 927 records were identified. The selection resulted in 11 studies. Most studies were conducted in April/May 2020. Samples ranged from 15 to 12,596 participants. The prevalence of overall burnout ranged from 49.3% to 58%. Nurses seemed to be at higher risk. Both socio-demographic and work-related features were associated with burnout. Many pandemic-related variables were associated with burnout, e.g., shortage in resources, worry regarding COVID-19, and stigma. This review highlighted a substantial burnout prevalence among ICU/ED HCWs. However, this population has presented a high burnout prevalence for a long time, and there is not sufficient evidence to understand if such prevalence is currently increased. It also outlined modifiable factors and the need to improve emergency preparedness both from an individual and structural level.