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.