Persistence is an important predictor of future successes. The present research addresses the relationship between testosterone and persistence in men. One hundred eighteen men were randomly assigned to win or lose a competitive number tracing task against a confederate or complete the task alone in a non‐competitive control condition. Saliva samples were collected prior to and after the competition or control conditions. Participants were then given a maximum time of 30 min to spend attempting to solve unsolvable puzzles, with the option to quit at any time. In contrast to our prediction, changes in testosterone concentrations in response to the competitive interaction did not predict persistence behaviour. However, individual differences in testosterone concentrations (pre‐competition/non‐competition) were positively correlated with persistence. These findings are the first to examine associations between neuroendocrine function and persistence behaviour in people and suggest that testosterone should also be considered when predicting persistence‐related outcomes. Copyright © 2014 European Association of Personality Psychology