The burn time of a bag of pellets can vary depending on the size of the stove, the heat output setting, and the quality of the pellets themselves. On average, a 40-pound bag of high-quality pellets can last between 24 and 36 hours of continuous burning in most residential pellet stoves. However, it's important to note that burn times can be affected by factors such as outside temperatures and the insulation levels of your home.