We tested whether informing women about stereotype threat is a useful intervention to improve their performance in a threatening testing situation. Men and women completed difficult math problems described either as a problem-solving task or as a math test. In a third (teaching-intervention) condition, the test was also described as a math test, but participants were additionally informed that stereotype threat could interfere with women's math performance. Results showed that women performed worse than men when the problems were described as a math test (and stereotype threat was not discussed), but did not differ from men in the problem-solving condition or in the condition in which they learned about stereotype threat. For women, attributing anxiety to gender stereotypes was associated with lower performance in the math-test condition but improved performance in the teaching-intervention condition. The results suggest that teaching about stereotype threat might offer a practical means of reducing its detrimental effects.