Challenge (formerly Challenge Mills) is an unincorporated community in Yuba County, California, United States. It is located on Dry Creek, northeast of Marysville.

Challenge was once the terminus of a narrow-gauge logging railroad that hauled timber to the Beanville mill.

A post office opened at Challenge in 1895.

Climate According to the Köppen Climate Classification system, Challenge has a warm-summer Mediterranean climate, abbreviated "Csa" on climate maps.Climate Summary for Challenge, California

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