This study presents the results from a controlled experiment designed to test for differences in willpower depletion between athletes and nonathletes. Individuals with more willpower are more likely to have high school and college degrees, higher earnings, better jobs, lower crime and poverty rates, and are less likely to be obese. Recent research has established that reserves of willpower get depleted, leaving individuals unable to carry out tasks that require further self‐control. The experimental results show that after administering a willpower‐draining task, athletes persisted for significantly longer—exhibited less willpower depletion—on an unsolvable puzzle than nonathletes. (JEL C91, J24)