Studies have shown that failure experiences play a role in pre-service teachers' development. Given that autobiographical experiences are a foundation of learning and that failure is a wide-spread experience, particularly in mathematics, we need further insight into what kind of experience failure actually is. This paper draws on 59 pre-service teachers' written experiences of failure in order to map them out and provide insight into what counts as failure from the perspective of the future teachers of mathematics, that is, pre-service mathematics and pre-service elementary school teachers. The findings, alongside the earlier research on negative experiences, form a basis for conceptualising failure in mathematics as an autobiographical experience and distinguishing it from a negative experience. A theoretical insight into the nature of failure is gained; the failure experiences seem to be less relational than anticipated. The paper also discusses the relevance of failure experiences for teacher education.