Improved techniques are provided for asynchronous checkpointing in parallel computing environments. A burst buffer appliance is configured to communicate with a plurality of compute nodes of a parallel computing system over a network and also to store message logs for a plurality of processes executing on the compute nodes, wherein the plurality of processes employ asynchronous checkpointing. The processes executing on the compute nodes can exchange messages and/or perform other compute operations during an asynchronous checkpointing operation. The burst buffer appliance can optionally store checkpoint data that results from the asynchronous checkpointing operations. The burst buffer appliance can optionally store the messages using a partitioned data store, such as Multidimensional Data Hashing Indexing Middleware.