An experiment with N =52 university students manipulated ego involvement (low vs. high) and task difficulty (unfixed vs. easy) of a letter detection task. In accordance with the theoretical predictions about the role of ego involvement in active coping, high ego involvement increased the performance‐related reactivity of systolic blood pressure, diastolic blood pressure, heart rate, and also the number of unspecific skin conductance responses when task difficulty was unfixed (“do your best”). Ego involvement had no impact on autonomic reactivity when task difficulty was easy due to a fixed low performance standard. Furthermore, participants in the ego involvement/unfixed condition, where autonomic reactivity was relatively strong, committed significantly fewer errors in the letter detection task than those in the other conditions, reflecting an association between mental effort and performance.