The range of benefits resulting from start-ups can only be considerable if entrepreneurs prove to be resistant enough to make the entrepreneurial experience successful. We argue that physical health is a crucial resource for entrepreneurs in order to achieve a greater performance at their job and increase the tendency towards innovation. The sample consists of 30 Austrian start-up entrepreneurs. Our results indicate that a good physical health considerably reduce the probability for developing any kind of burn-out symptoms and boosts their innovation level with regard to products and services. These findings contribute to the existent literature in the field of entrepreneurship by outlining the critical role of a good health condition and well-being in the start-up business.