Understanding the emotional reaction to loss, or frustration, is a critical problem for the field of mental health. Animal models of loss have pointed to the opioid system as a nexus of frustration, physical pain, and substance abuse. However, few attempts have been made to connect the results of animal models of loss to human behavior. Allelic differences in the human mu opioid receptor gene, notably the A118G single nucleotide polymorphism, have been linked to individual differences in pain sensitivity, depressive symptoms, and reward processing. The present study explored the relationship between A118G and behavior in two frustrating tasks in humans. Results showed that carriers of the mutant G-allele were slower to recover behavior following a reward downshift and abandoned a frustrating task earlier than those without the mutation. Additionally, G-carriers were more sensitive to physical pain. These results highlight the overlap between frustration and pain, and suggest that genetic variation in opioid tone may contribute to individual differences in vulnerability and resilience following emotional disturbances.