The present study examined the benefits and costs of grit–perseverance by manipulating the solvability of Sudoku puzzles. Grit–perseverance is one of the two factors of grit, which we propose can be measured in terms of time spent on a challenging problem. We examined the effect of grit–perseverance on the performance of the final puzzle administered after the practice set. We hypothesised that (i) exerting grit–perseverance when solving a difficult puzzle would improve participants’ ability to solve the final difficult puzzle due to practice, while (ii) sticking to an unsolvable puzzle would result in a lower performance on the final easy puzzle. The results supported our hypotheses. While grit exertion had a positive influence on solving a difficult problem, it had a negative influence when participants encountered an unsolvable problem. These results suggest that grit is not always beneficial and can hinder enhancing problem-solving skills.