In a recent Medscape survey, 48% of female physicians reported burnout vs. 38% of their male peers.  The AMA also reports additional differences:

Coping: More than 50% of female physicians with burnout discuss it with family and friends, while only 39% of men do.  Men were more likely to cope with burnout by exercising (52%) compared with 47% of women.  Female physicians experiencing burnout were also more likely to:

Sleep: 46% vs. 38%

Eat junk food:  39% vs. 27%

Binge eat:  23% vs. 18%

Seek help:  31% vs. 24%

Both men and women rated their job as the greatest cause of depression.  Women ranked family and romantic relationships in second place, while for men it was finances.