This study examined the conditions affecting the math performance of French female student nurses in a setting where they were likely to experience stereotype threat (supposedly poor scientific skills), but in a context which enhanced their status as women and strengthened their self-affirmation. We hypothesized that self-affirmation through their nursing identity would deflect the negative impact of the stereotype threat on performance and would reduce the threat’s harmful impact on attentional processes, as reflected in perceived stress, perceived concentration and self-estimate of performance. Ninety-five female students enrolled in a nursing school in France carried out a dosage calculation—a typical nursing task—which drew directly on their math skills. They were assigned to one of four experimental conditions: 2 (threat: task presented as being diagnostic of women’s difficulty in math calculation compared to men vs. no threat: task presented as a typical nursing-school exercise) x 2 (self-affirmation: choosing from a list and describing the most important characteristics for them as women and as nurses vs. control condition: same task but for the characteristics that were least important for them but important for other people). As expected, under stereotype threat relating to their math skills, women performed better under the self-affirmation condition than under the control condition. However, this improved performance was associated with a lower self-estimate of their performance. We discuss the consequences, in this specific occupational and cultural context, on the way women can overcome the negative impact of gender stereotypes.