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The Chilly Climate theory states that members of marginalized communities are systematically excluded from the science, technology, engineering, and mathematics (STEM) academia. In India, the Dalits, a “lower” caste group and historically considered “untouchables,” are not new to the process of exclusion, despite the abolition of untouchability. In this study, we explore casteism within India’s STEM academia in terms of the exclusion of Dalit scholars. The literature on chilly climate does not delve deep into the process of perseverance with oppression. To explain why Dalit scholars continue to stay in STEM academia and cope with casteism, we also situate this study within the framework of the Job Embeddedness theory. This theory presents various organizational and community-level factors to explain employee retention. Our data constitute in-depth interviews with 29 Dalit STEM scholars across premium Indian institutes and those were analyzed qualitatively using the grounded theory method. Findings suggest that an invisible casteism fosters exclusion making the climate of the STEM academia chilly for the Dalits. Those who decide to stay back, cope with casteism with the help of certain organizational factors. This study makes significant contributions to the theories of Chilly Climate, Job Embeddedness, and the literature on caste in India.