How to deal with rejection

• Recall your previous rejections. People have a tendency to overestimate the importance of things. You endure your first break-up and think, "This is the worst thing in the world. I will never be able to get over this and never be able to date again." Of course, that's not really true, but it feels true at the time. A few months later, you look back in amusement at how much you blew things out of proportion. Rejection is often like that: you don't get the job or the raise or the first date, and you start thinking about how awful things are. But even if they're awful now, they'll seem insignificant in a few years or even a few weeks. Stepping back and remembering the tendency to blow things out of proportion can keep the feelings of rejection under control.
• Reconsider your expectations. The pain of rejection is proportional to your expectations. It's hard to feel rejected losing the lottery because you don't expect to win, but it's easy to feel rejected in other cases where you treat success as if it were certain even though it is not. Think carefully about whether your expectations were realistic. If they were not, then having a better understanding of what you were up against can soften the blow.
• Don't drink the poison. There's a great quote about the ineffectiveness of resentment: "Resentment is like drinking poison and then waiting for the other person to die." Feeling dejected and depressed are like that too. You can feel sad or angry about how things worked out, but that will just make you sad or angry and won't change anything. In fact, you'll just be more anxious the next time around. Instead of feeling sorry for yourself, use your experience as a learning opportunity and figure out what you can do differently next time.
• It's a numbers game. If you ever read about great salespeople, they love rejection. If a salesman knows that he can close a sale half of the time, then having 30 rejections this month implies he also had about 30 sales. The more rejections you go through, the more sales you'll make. Think of rejection as an indicator of your perseverance. If you have a 25% success rate at something, then remember that some amount of rejection and failure is to be expected.
• Separate the decision from the outcome. Some choices are inherently risky. For example, let's say I propose the following game: you pay me a dollar, I flip a coin, if it's heads I give you $10 and if it's tails you get nothing. This is a great bet for you to take, but of course you will walk away with nothing half of the time.  The key is to remember is that you made the right decision, even though it did not lead to the ideal outcome. Making good choices is all you can ask of yourself. For example, let's say that if you ask for a raise, perhaps nothing happens 2/3 of the time and you get a 10% salary bump 1/3 of the time. So you ask your boss, and he says no. That sucks. But did you make the right decision? Sure! You had nothing to lose, and you knew that asking was not a sure bet. Your correct decision didn't pay off this time, but it might pay off the next time or the time after that. Why would you be unhappy about making the right choice?
• Concentrate on the things that are in your control. If you're interviewing for a job, you can control how much studying you do before the interview, how carefully you think about the interview questions, and whether or not you show up on time. You cannot control whether your interviewer is having a bad day or whether the other interviewees are a better fit for the position than you are. If you focus on the parts you control, you cannot fail. If you were on time, well-rested, and did your best, then be happy that you did everything that you could. There's literally nothing you can do about how your interviewer is feeling or who the other candidates are, so why worry about those things? Focusing on something that's outside of your control is pointless (by definition), so just don't dwell on it.
• Focus on the process, not on the goal. If your goal is to get a job, then you'll be anxious during the interview and disappointed if you don't get the job. If your goal is to do your best at an interview or to apply the lessons you learned at the last interview, then success is entirely in your control. This is a refinement of the last point: if the process is in your control but the outcome is not, then focus only on the process.
• Start planning your next attempt. The worst thing you can do after a rejection is to sit around and mope. Moping won't fix anything and you may get stuck in a downward spiral. Instead, extract lessons from your attempt and start planning for a stronger attempt in the near future. Staying busy is the best remedy for many things in life.