Recent emphasis on research competencies in undergraduate biology education means that more students are doing course-based research. Professional research scientists learn from failed research, but undergraduate students who encounter failure in their biology lab research may not always respond in ways that advance their learning. There is a need to examine individual students' responses to failed research as they conduct investigations in an undergraduate lab course. Here, we report a qualitative research case study based on data from interviews and course work to examine five undergraduate students' emotional responses, coping strategies, and perceptions of learning as they confronted failure in a semester-long intro lab course investigation. All five students displayed negative emotions when they encountered a research obstacle, but their coping strategies varied. However, by the end of their research process, all had responded with competent actions, relationship actions, and autonomous actions as adaptive coping strategies. Support seeking played a critical role to promote autonomy as a foundation for research self-efficacy. After completing their research, the students reported valuable learning from the experience. Implications for instruction are based on examples of coping strategies for managing negative emotions from failed research.