Past research has found the performance of persons with high self-esteem to improve after failure, especially on tasks for which persistence correlates positively with performance. However, persistence may be nonproductive in some situations. Experiment 1 used a task for which persistence and performance were uncorrelated; subjects high in self-esteem persisted longer but performed worse than did those with low self-esteem, particularly after prior failure feedback. Experiment 2 tested whether differential sensitivity to advice about the efficacy of persistence mediates nonproductive persistence. High self-esteem subjects who received explicit advice against nonproductive persistence on a puzzle-solving task still tended to persist longer on unsolvable puzzles than did low self-esteem subjects. The implications of high self-esteem subjects' tendency to engage in nonproductive persistence are discussed.