Brussels sprouts are made up of thin leaves layered on each other. While the sprouts seem sturdy and resistant to heat, the individual leaves are not. If you set a too-high temperature or keep the sprouts for too long in the air-fryer, the outer leaves will burn. Also, air frying without at least a bit of oil makes the outer leaves more susceptible to burning. We recommend air-frying Brussels sprouts with a thin coating of extra virgin olive oil at 350°F or 180°C for about 10 to max 15 minutes, shaking the air fryer basket every 3 minutes to allow the sprouts to cook evenly.