How do men and women differ in their persistence after experiencing failure in a competitiveenvironment? We tackle this question by combining a large online experiment (N=2,086)with machine learning. We find that when losing is unequivocally due to merit, both menand women exhibit a significant decrease in subsequent tournament entry. However, whenthe prior tournament is unfair, i.e., a loss is no longer necessarily based on merit, womenare more discouraged than men. These results suggest that transparent meritocratic criteriamay play a key role in preventing women from falling behind after experiencing a loss.