This study examines women's media selections when under the gender–math stereotype threat and the subsequent media effects on their math performance through the lens of the Selective Exposure Self‐ and Affect‐Management (SESAM) model, mood management theory, and social comparison theory. Female college students were randomly assigned to the stereotype threat condition or the control condition; then, they selectively browsed magazine pages showing female role models in stereotypical domains (beauty or family) and counterstereotypical domains (career or science) before taking the math test. The results show that women spent more time on career magazines when under threat, and this selective exposure's effect on their math performance was moderated by their assimilation to the role models.