It depends upon who rejects you, what their reasons are and so forth. The last time I got rejected was by my last girlfriend (for another man
). The two of us were
extremely close and after she dumped me I was out of it for months and, not surprisingly, I'm still dealing with the effects of having a broken heart.
However, if the person who rejects you is someone that who know on a casual basis that's another story entirely. Being rebuffed for casually asking someone from work out isn't as big of a deal as being dumped by someone that you've said "I love you" to.