Abstract We study gender differences in the response to losing competitions using an online experiment (N=2,086). We find that both genders reduce tournament entry rates in response to losses that are unequivocally meritocratic. However, when the winner is not necessarily determined by merit—a setting perceived as less fair than the meritocratic tournament—female losers are relatively more discouraged. These results suggest that women are more negatively affected by competitions perceived as unfair than men. Exploratory machine learning analysis indicates that risk preferences, age and sports participation in adolescence are associated with a reduced impact of losing competitions.