Wikipedia has more on Atychiphobia
Atychiphobia (from Greek atyches meaning "unfortunate"), or kakorrhaphiophobia (from Greek kako, "bad") is the fear of failure or defeat. The phobia is often caused by frustrations about the failure or being defeated, especially those that should have been successful, though it is often due to brain chemistry, heredity, and genetics. Sufferers would not do things that risk failure and not play games. Symptoms include shortness of breath, speedy breathing, irregular heartbeat, sweating, nausea, and overall feelings of dread when people panic. Atychiphobia can be treated using systematic desenitisation, exposure therapy, hypnotherapy, and psychotherapy. The most common treatment method of atychiphobia is self-help and other motivational techniques. Drugs can be used to treat the symptoms, but they don't cure the phobia itself. The learning process is used to tell patients that it's good for people to learn from failures to avoid the same failures in the future.