Values affirmation exercises have been implemented in many contexts to combat stereotype threat in students from marginalized populations; the exercises are intended to fortify students by prompting them to self-affirm their values in short writing activities. Within the physics education research community, the style of intervention was underlined by a positive result from the University of Colorado Boulder; researchers were able to use the intervention to minimize the achievement gap between men and women in an introductory physics course. These results inspired a replication experiment in two physics courses at the University of Illinois in Urbana-Champaign, and this article provides some history and context of these interventions, describes our specific implementation, and reveals that we were unable to reproduce the positive results despite thorough attention to the details of the replication. Our findings suggest that the values affirmation exercises are not understood at a level where they should be considered a positive intervention to help marginalized populations.