I suppose it depends on the type of rejection - I get rejections all the time with writing. Over time, you develop a thicker skin and the ability to not let that stop you if you want to continue to write. It does take time though to build yourself up to that.
If you are talking about rejection of a person, that is obviously more complicated, but I remind myself that we all face rejections and disappointment in life. It isn't because you are a "bad" or "unworthy" person. Focus instead of what you actually want to draw into your life - the types of people, jobs, whatever it is - and be crystal clear and determined. If one door closes, go open another one.
Life is too short to dwell on heartaches for too long. It's good to grieve or release emotions, but not to get stuck in them. Feel it, move through it, then let it go and move on doing things along the way to reinforce your own sense of self-worth and purpose. Everyone faces rejection at some point every single person - so it's not "personal" - it's life.