The current study assesses the effects of individuals' coping strategies for dealing with stress on cognitive performance following unsolvable problems. In this study, subjects responded to a questionnaire tapping the use of problem‐focused and emotion‐focused coping strategies in dealing with failure in achievement settings. Then they were exposed to either no‐feedback or failure in four unsolvable problems. Upon completing these problems, subjects performed a visual search task with a memory component. Results showed that failure, as compared with no‐feedback, produced performance deficits among subjects who habitually relied on a single coping strategy, either problem‐ or emotion‐focused, and among subjects who did not rely on any coping response. Only subjects who relied on both problem‐focused and emotion‐focused strategies did not show any performance deficit following unsolvable problems. The results are discussed in terms of Lazarus and Folkman's stress‐coping model.