This article contributes to research on the complex relation between dying in a digital game and player experience. In this article, we extend recent findings (Ravaja, Turpeinen, Saari, Kelti-kangas-Järvinen, & Puttonen, 2008) indicating that player death may induce positive affect. The study explored whether smiling upon dying in a game should be attributed to transient relief experiences or, instead, related to being challenged to try harder. Facial expressions were recorded while players experienced frequent deaths and occasionally reached safe zones in a shooter game. Players, indeed, smiled after dying, as testified by deactivation of the corrugator supercilii and activation of the zygomaticus major. Although retrospective subjective evaluations showed player-death events were appraised negatively, importantly, zygomaticus major activation decreased with repeated player-deaths. Moreover, safe zones did not result in patterns of facial electromyography activity indicating pleasure, countering a transient relief explanation. We propose that, as part of the ongoing game, player death reinforces the sense of challenge that the game offers. While dying may not be fun in itself, being challenged may initially be experienced as enjoyable and, therefore, evoke a smile. Without clear progress in the game and a lost sense of challenge, however, dying is no longer a laughing matter.