Previous studies have demonstrated that endorsing an incremental theory of intelligence is helpful in motivating students to confront challenges. We used a survey to examine whether this theory could predict greater challenge-confronting tendencies for students with relatively high gelotophobia (i.e., the fear of being laughed at) and explore the possible underlying processes. A total of 264 senior high school students completed the measures of gelotophobia, implicit theories of intelligence, challenge-confronting tendencies, perceived value and feelings of being threatened in confronting challenges, and their self-perceived general ability. The results showed that endorsing an incremental theory predicted greater perceived value in confronting challenges and stronger challenge-confronting tendencies for students with relatively low gelotophobia. However, for those with relatively high gelotophobia, although this theory also predicted greater perceived value in confronting challenges, it was unrelated to challenge-confronting tendencies. Thus, endorsing an incremental theory is helpful but insufficient in motivating high gelotophobia students to exhibit stronger challenge-confronting tendencies.