Review the situation, if you haven't done anything wrong try not to worry about it. No matter how hard you try you will never please all of the people in your life. There are certain individuals that will always find something to complain about. If they can't find anything to complain about they will invent something to complain about.
Who is the person that has rejected you? Are they worthy of you even giving them a second thought? Later on down the line you might be thankful for the rejection, having avoided a very messy situation or relationship. Let a little time pass and you will feel better about the situation, you'll see.
Ask yourself this question, why are you feeling rejected? Do an inventory of who you are. Are you building up your own self-esteem? That's why it's called "self" esteem, no one else can do it for you but you. Learn something new everyday, read a new book after you finish the one you're reading now. Buy yourself something new every now and then. It doesn't have to be expensive but it's for you and no one else, that's all that matters.
Don't be a repeat offender! If this person has rejected you in the past, make sure you think long and hard before you give them another shot at being your friend. Usually they will do it again when you least expect it. Take your time choosing the people you allow to come into your life. You only have one so make it the best life ever. Keep your head up and stay busy. Once you really sit down and think about it, it's not that serious anyway!