Persistence is the sustained effort toward a goal, and leaving a challenge is often perceived as lacking in persistence. Yet sometimes, trading off immediate persistence toward a goal by switching to another means to attain the goal can also pay off in the longer run. We tested how an important and prevalent contextual cue—having the option to switch problem under difficulty—can involve such a persistence trade-off. Across four studies (total N = 1,629), having (vs. not having) the option to switch reduced people's persistence on the immediate challenging problem at hand, but increased the number of problems that they attempted and the total duration that they spent working on the overall task (Experiments 1, 2, and 3). Examining participants' motivations, those who chose to switch reported wanting to try more similar problems (Study 4a), and to attempt easier problems (Study 4b) that might better match their aptitude. Our findings highlight the role of having—and using—the option to switch as an important way to navigate the immediate challenge while still persisting toward the larger superordinate goal.