Severe environmental change can drive a population extinct unless the population adapts in time to the new conditions ("evolutionary rescue"). How does bi-parental sexual reproduction influence the chances of population persistence compared to clonal reproduction or selfing? In this paper, we set up a one-locus two-allele model for adaptation in diploid species, where rescue is contingent on the establishment of the mutant homozygote. Reproduction can occur by random mating, selfing, or clonally. Random mating generates and destroys the rescue mutant; selfing is efficient at generating it but at the same time depletes the heterozygote, which can lead to a low mutant frequency in the standing genetic variation and also affects the establishment probability of the mutation. Due to these antagonistic effects, we find a non-trivial dependence of population survival on the rate of sex/selfing, which is strongly affected by the dominance coefficient of the mutation before and after the environmental change. Importantly, since mating with the wildtype breaks the mutant homozygote up, a slow decay of the wildtype population size can impede rescue in randomly mating populations.