No prior research has examined how motivation for goal striving influences persistence in the face of increasing goal difficulty. This research examined the role of self‐reported (Study 1) and primed (Study 2) autonomous and controlled motives in predicting objectively assessed persistence during the pursuit of an increasingly difficult goal. In Study 1, 100 British athletes (64 males; Mage = 19.89 years, SDage = 2.43) pursued a goal of increasing difficulty on a cycle ergometer. In Study 2, 90 British athletes (43 males; Mage = 19.63 years, SDage = 1.14) engaged in the same task, but their motivation was primed by asking them to observe a video of an actor describing her or his involvement in an unrelated study. In Study 1, self‐reported autonomous goal motives predicted goal persistence via challenge appraisals and task‐based coping. In contrast, controlled goal motives predicted threat appraisals and disengagement coping, which, in turn, was a negative predictor of persistence. In Study 2, primed autonomous (compared to controlled) goal motives predicted greater persistence, positive affect, and future interest for task engagement. The findings underscore the importance of autonomous motivation for behavioral investment in the face of increased goal difficulty.