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Following severe environmental change that reduces mean population fitness below replacement, populations must adapt to avoid eventual extinction, a process called evolutionary rescue. Models of evolutionary rescue demonstrate that initial size, genetic variation and degree of maladaptation influence population fates. However, many models feature populations that grow without negative density dependence or with constant genetic diversity despite precipitous population decline, assumptions likely to be violated in conservation settings. We examined the simultaneous influences of density-dependent growth and erosion of genetic diversity on populations adapting to novel environmental change using stochastic, individual-based simulations. Density dependence decreased the probability of rescue and increased the probability of extinction, especially in large and initially well-adapted populations that previously have been predicted to be at low risk. Increased extinction occurred shortly following environmental change, as populations under density dependence experienced more rapid decline and reached smaller sizes. Populations that experienced evolutionary rescue lost genetic diversity through drift and adaptation, particularly under density dependence. Populations that declined to extinction entered an extinction vortex, where small size increased drift, loss of genetic diversity and the fixation of maladaptive alleles, hindered adaptation and kept populations at small densities where they were vulnerable to extinction via demographic stochasticity.