The first thing you may want to do is brush this denial aside and keep going in your job search, but you would be missing out on a valuable learning opportunity, and a chance to improve your employability for next time.
Review the feedback you received and understand the reason you were rejected from the position. By understanding the employer’s reasoning behind the refusal, it may become easier to figure out what you need to improve on.
Ask yourself: what you think went well, and what you think led to a rejection.
If this isn’t your first rejection, review old feedback and spot if there are any patterns or reoccurring issues throughout your application process. If there are, figure out ways to improve on these things in order to hinder them from happening again.
Sometimes a rejection proves this position wasn’t right for you. More often than not, rejection is a way to prove that this job wasn’t meant to be and there is a better match out there for you. This may be your sign to or apply for something more suited to your experience or something you’re passionate about.