This study examined the combined impact of self-set goals and manipulated goal contexts on self-handicapping to better understand how self-set goals affect responses to different performance-oriented achievement contexts. Participants reported their self-set goals and later completed an achievement task in a goal-context condition (performance-approach, performance-avoidance, no-goal). Before the task, participants had the opportunity to self-handicap (behaviorally and claimed). The results showed that self-set performance-approach and performance-avoidance goals positively predicted behavioral self-handicapping, but only in a performance-avoidance context. Additionally, self-set mastery-avoidance goals were found to predict claimed self-handicapping, regardless of the context condition. These results show that self-set achievement goals shape individuals behaviors associated with threat and promise in achievement situations.