Conventional wisdom has long held that conducting counterinsurgency wars overseas is an invitation for foreign policy difficulty, if not outright disaster for democracies. However, current research lacks systematic evidence to support such a claim, fostering uncertainty regarding the connection between regime type and the outcomes of such conflicts and leaving open the question if such a link even exists. I address these issues by linking the level of casualties suffered by an occupying force to its leadership’s decision to withdraw from the territory. Using a dataset of wars of occupation from 1800 to 2005, I find that, while democracies are no more likely to lose than their autocratic counterparts, they consistently abandon these conflicts at significantly lower levels of casualties.