Five experiments were performed to examine different manifestations of depressive- and paranoid-like responses after failure in unsolvable problems. Participants were exposed to no feedback, “universal” failures, or “personal” failures while their attention was focused on either themselves or the experimenter. Then, depressive and paranoid-related states of mind, interfering thoughts, self-schemata, others-schemata, and autobiographical memories were measured. Findings indicated that when attention was focused on the self, personal failure was effective in producing depressive-like reactions. When attention was focused on the threatening agent (experimenter), participants reacted to the exposure to personal failure with paranoid-like responses. Universal failure failed to produce either depressive- or paranoid-like reactions. The discussion focuses on the association between personal learned helplessness and psychopathology and on the role of attentional focus.