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This paper examines learning under emotional pressure in a strategy consulting agency. A two-year ethnographic study examines how BraveCo Ltd influenced its employees’ ability to perform in an extremely demanding environment: consultants were required to learn demanding tasks in a fast-paced manner, while simultaneously managing continuous emotional pressure from client-facing work. BraveCo used two seemingly contradictory mechanisms for managing employees’ ability to learn. Enforcing practices created an environment with high expectations in which consultants became continuously cognizant of new matters in which they should be superior. Through these mechanisms’ consultants learned to use their self-awareness to spot gaps between their current knowledge and expectations, and through shame management they were mindfully prepared in their work not to feel ashamed. Protective practices protected consultants’ confidence by limiting their exposure to information that point their weaknesses. These mechanisms enabled the consultants to learn and perform successfully. Cognitive perspective would predict that practices that expose individuals to more information about the factors influencing their performance benefit learning, but our emotional perspective suggests that such practices can undermine learning, because they reduce the confidence necessary for enacting the actual experiences that generate the learning.