A person-centered approach was employed to investigate how students' evaluation of perceived teacher utility value messages, i.e., fear appeals, as a threat and as a challenge, combined within individuals and how these combinations related to student engagement. Two studies were conducted with students in their final two years of secondary education. Empirically distinct clusters emerged at two time points in the academic year. Evaluating the message in the fear appeal at a higher level of challenge than threat was beneficial. Unexpectedly, high threat was associated with high engagement, as long as high challenge was also present, however, this combination was also related to high emotional disaffection. Moderate threat combined with moderate challenge had the most detrimental relationship with student engagement. Educational interventions should aim to increase the likelihood of a challenge evaluation.