Optimism is usually associated with better psychological and physiological adjustment to stressors, but some contradictory findings exist. The purpose of this study was to investigate how optimism could result in negative immunological changes following difficult stressors. Because optimists are likely to see positive outcomes as attainable, they may invest greater effort to achieve their goals. It is proposed that such engagement would be more physiologically demanding when pursuing difficult goals. Participants (N = 54) worked on 11 difficult or insoluble anagrams. Optimism when combined with high self-awareness increased time spent working on the anagrams and skin conductance and salivary cortisol during the recovery period. The results support the notion that the increased engagement that arises from optimism may lead to short-term physiological costs.