One of the best ways to cope with rejection is to maintain a practical awareness of the odds of success and to diversify risk by attempting multiple things. Similarly, it is important to avoid internalizing long-shot failures as a sign of personal weakness rather than an external circumstance.
Taking another shot right away after rejection, even when not entirely over the failure, can also expedite the sense of loss or disappointment. For instance, asking another person out or attempting another job interview can help a person move on. Maintaining an attitude of persistence and not giving up helps ease the emotional burden that follows rejection as well.