Two laboratory experiments were conducted to assess the extent to which goal setting theory explains the effects of goals that are primed in the subconscious on task performance. The first experiment examined the effect on performance of three primes that connote the difficulty levels of a goal in the subconscious. Participants (n = 91) were randomly assigned to one of three conditions where they were primed with either a photograph of a person lifting 20 pounds (easy goal), 200 pounds (moderately difficult goal), or 400 pounds (difficult goal). Following a filler task, participants were asked to “press as hard as you can” on a digital weight scale. Participants who were primed with the difficult goal exerted more effort than those who were primed with the moderate or easy goal. The second experiment examined whether choice of goal difficulty level can be primed. Participants (n = 133) were randomly assigned to one of two conditions. Those primed with a difficult goal consciously chose to set a more difficult goal on a brainstorming task than those who were primed with an easier goal. Similarly, their performance was significantly higher. Conscientiousness moderated the subconscious goal–performance relationship while the self‐set conscious goal partially mediated the subconscious goal–performance relationship.