The aim of this diary study was to examine the effect of self-set grade goals and core self-evaluations on academic performance. Data were collected among 59 university students (M age = 18.4 yr., SD = 0.8) in a 2-wk. exam period on up to five exam days. Multilevel analyses revealed that the individual grade goals students set for their exams were positively related to the grades they obtained for these exams. However, the goal-performance relationship only applied to students scoring high on core self-evaluations. The results of this study contribute to the understanding of the effect of self-set grade goals and core self-evaluations on academic performance and imply important practical applications to enhance academic performance.