The present study investigates the effects of psychological hardiness and successful completion of a rigorous 250‐km ski march over 9 days in Arctic winter conditions. This ski march is the final portion of a selection program for border rangers in the Norwegian Armed Forces. Study participants were N = 178 soldiers with a mean age of 19.9 years (range 18–23). Hierarchical regression results showed that successful completion of the ski march was predicted by total hardiness scores, after controlling for nutrition factors, physical fitness and sensation seeking. A second hierarchical regression found that the commitment facet of hardiness was the most significant predictor of ski march success, again controlling for nutrition, physical fitness and sensation seeking. Analyses of daily participant surveys showed that the high commitment group reported the highest levels of positive daily coping, and also evaluated their performance more positively. This group also showed increasingly positive self‐evaluations as the exercise went on. Together, these results indicate that hardiness commitment is a key factor influencing performance in a rigorous and stressful endurance task requiring sustained effort, perhaps by enhancing active coping skills and self‐efficacy beliefs.