The aim of our study was to investigate the effects of a failure experience on the exercise of self-control in goal pursuit. We hypothesized that tonic heart rate variability (tonic HRV), a possible physiological marker of inhibitory capacity, increases the exercise of self-control in the pre- and post-actional phase in goal pursuit after failure. Participants received feedback for an alleged intelligence test and subsequently worked on the same test again. As indicators of exercised self-control, we assessed self-confidence in the pre-actional phase and rumination in the post-actional phase. As hypothesized, tonic HRV was positively associated with pre- and post-actional self-control, even after controlling for the effect of neuroticism. We discuss the implications of our results for the self-regulatory strength model. Copyright © 2009 John Wiley & Sons, Ltd.