Financial stress, or having worries that one’s financial resources are insufficient for one’s needs (Starrin et al., 2009), is a salient experience for many adults in the United States (APA, 2022). People often turn to work as a way of navigating economic turmoil. Given that most people work to earn an income (Bloom & Milkovich, 1996), it is imperative for organizational scholars to understand how pay-related variables (e.g., payday) may affect employees’ experiences. Prior research has established that payday is a psychologically salient and important event for employees (Steed, 2018). Employees may anticipate payday and its direct effects on their lives (e.g., paying bills, saving money, providing security). Based on Conservation of Resources theory (Hobfoll, 1989), I argue that payday is a critical resource that influences the extent to which employees feel capable of overcoming work challenges (i.e., resilience capacity; Brykman & King, 2021). I also investigate the link between resilience capacity and exhaustion. Using experience sampling methodology with daily surveys across 28 days (N = 82 participants; 2,142 days), I found that resilience capacity mediates the positive relationship between financial stress and exhaustion. Within the context of payday, there was evidence that financial stress is negatively related to resilience capacity once employees pass the midpoint between paydays and are awaiting their next paycheck. Investigating resilience capacity in accordance with payday has implications for how employees perform at work, and the inclusion of financial stress provides a rich perspective on the extent employees are ready to overcome challenges at work.