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Successful employee engagement in cognitively challenging tasks is a driving force of performance in modern organizations. Research has shown that performance feedback can be a powerful management control tool to stimulate engagement in such tasks; however, little is known about how individuals with different achievement motive respond to it. This paper examines the main and interactive effects of achievement motive and performance feedback on engagement in tasks that become progressively more challenging. We designed a within-subject experiment deploying an increasingly difficult cognitive task. We find that feedback is a key determinant of engagement in challenging tasks, as the main effect and in the interaction with achievement motive. Failure feedback discourages individuals with low achievement motive more than those with high achievement motive. Success feedback strongly encourages individuals to engage in a challenging task and levels out differences in achievement motive.