Finding reemployment after job loss is a complex and difficult task that requires extensive motivation and self‐regulation. This study aimed to examine whether improving unemployed job seekers’ cognitive self‐regulation can increase reemployment probabilities. Based on the goal orientation literature, we developed a learning‐goal orientation (LGO) training, which focused on goal setting aimed at improving rather than demonstrating competences and creating a climate of development and improvement. We predicted that the LGO training would influence peoples’ goal orientation towards job seeking, which in turn would relate to learning from failure, strategy awareness, and self‐efficacy, leading to job‐search intentions, resulting in increased reemployment status. Using a 2‐group quasi‐experimental design with 223 unemployed job seekers, we found support for these predictions, except for self‐efficacy. The results suggest that an LGO training is a promising tool to improve self‐regulation in and effectiveness of job search.