Yes, but this sort of "therapy" only works if you have the right thought patterns to go with the rejection (i.e. not taking it too personally, realizing it's not that big of a deal, etc). It may not work so well if you (were raised to) believe that you have to please others in order to feel good about yourself. In that case, each rejection is just more evidence that "you suck", and you enter a downward spiral.