Change-receptiveness and resilience begin with responsible self-leadership. In order to tread the path toward lasting excellence in leadership performance, there should be ample understanding of some mental common roadblocks many humans fall prey to: sleepwalking, which entails failure to reflect on our circumstances and behavior; comfort zone clinging, which pertains to sticking to situations, even if they are no longer rewarding; and implicit biases, which comprises our often deep-rooted mindsets that can deprive us from potential opportunities. Equally important in building responsible self-leadership is the way we deal with setbacks. This chapter discusses three attitudinal shifts to consider in that regard: (1) refraining from blaming yourself or others; (2) identifying sources of insight, and (3) celebrating opportunities. The author subsequently introduces the GAIN model, which is an acronym for Generating, Appreciating, Internalizing, and Newness. Gain is a blueprint of the processes we go through in our experiential world, whether this pertains to work, home, or other social environments. The foundational mindset, for GAIN to work, needs to be one of mindfulness and positive thinking. Useful approaches to practice and celebrate GAIN are next offered, including meditation, yoga, a change of environment, reading, finding a sounding board, and reframing. As an additional point of attention, the author invites the readers to avoid the LOSE mindset, which represents the destructive habits of Lamenting, Obsessing, Scathing, and Envying.