Developmental research has generally not found evidence of helpless responses to failure in young children; a prevailing view is that young children lack the cognitive prerequisite for helplessness. However, recent evidence suggests that even preschoolers are vulnerable to helplessness in some situations. In the present study with 4- and 5-year-olds, we tested a goal-confidence model that predicts achievement behavior during failure for older children. We first categorized preschoolers' orientations toward "learning" or "performance" goals based on their preference for a challenging or nonchallenging task. As for older children, goal orientation was independent of ability and predicted cognitions and emotions during failure. Further, consistent with the model, within a learning goal, children displayed the mastery-oriented pattern regardless of confidence level, whereas within a performance goal, children with low confidence were most susceptible to helplessness. These behavior patterns were found on a second task as well. Thus, our findings show that individual differences in achievement goals emerge very early.