The environmental change experienced by many contemporary populations of organisms poses a serious risk to their survival. From the theory of evolutionary rescue, we predict that the combination of sex and genetic diversity should increase the probability of survival by increasing variation and thereby the probability of generating a type that can tolerate the stressful environment. We tested this prediction by comparing experimental populations of Chlamydomonas reinhardtii that differ in sexuality and in the initial amount of genetic diversity. The lines were serially propagated in an environment where the level of stress caused by salt increased over time from fresh water to the limits of marine conditions. In the long term, the combination of high diversity and obligate sexuality was most effective in supporting evolutionary rescue. Most of the adaptation to high-salt environments in the obligate sexual-high diversity lines had occurred by midway through the experiment, indicating that positive genetic correlations of adaptation to lethal stress with adaptation to sublethal stress greatly increased the probability of evolutionary rescue. The evolutionary rescue events observed in this study provide evidence that major shifts in ways of life can arise within short time frames through the action of natural selection in sexual populations.