The sense-making theory of creativity is extended by identifying failure feedback as a process that shapes creative interpretations and actions. We also consider the moderating effect of goal orientation on the relationship between failure feedback and individual creativity, according to the sense-making theory. A 2-waves survey data from 345 R&D employees and their supervisors in five Chinese high-tech companies indicated: (a) supervisors' failure feedback positively correlates with incremental and radical creative performance, (b) learning goal orientation strengthens the relationship between failure feedback and creativity, and (c) avoidance goal orientation attenuates the relationship between failure feedback and creativity. The findings suggest that goal orientations play roles in optimizing failure feedback effects on creativity outcomes.