Oh, my three favorite prepositions! I believe it should be he failed in the attempt, but when it comes to in on at I can never be 100% sure.
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AnonymousI want to...At is more suitable since the word attempt denotes an activity; pretty much the same way as with the word school, I beleive.
Thanks!
Anonymoushe failed at every attempt.His every attempt failed.
Anonymoushe failed in every attemptEvery attempt he made he failed at.
Anonymoushe failed on every attemptEvey time he attempted it, he failed. Also "upon every attempt".