People who take on challenges and persevere longer are more likely to succeed in life. But individuals often avoid exerting effort, and there is limited experimental research investigating whether we can learn to value effort. Because existing research focuses on enhancing cognitive performance rather than increasing the value of effort, it also remains unclear whether individuals can learn to care more about challenging themselves than performing well. We developed a paradigm to test an intuitive idea: that people can learn to value effort and will seek effortful challenges if directly incentivized to do so. What’s more, we dissociate the effects of rewarding people for choosing effortful challenges and performing well. Results revealed that rewarding effort increased people’s willingness to choose harder tasks, even when rewards were no longer offered (near-transfer). Critically, the effects of this brief manipulation also carried over to an unrelated and unrewarded task (far-transfer). Our results suggest people can learn to value effort and that this valuation can generalise to unfamiliar and unrewarded tasks.