If your challenge was for a Live game (bullet, blitz, rapid) the challenge will disappear after a few seconds if not accepted.

If it is a Daily game challenge, you can cancel the challenge by going to your home page! Just click 'Home' on the top of the left menu.

You'll see your pending challenge underneath the Daily Games bar on your home page:

You will recognize the open challenge by the + and chessboard symbol on top of the game. Click on it to cancel it!

This will cancel the challenge and remove it from your, and your opponent's, screen.

If you have your display set to show your games in list format instead of images, the challenge will look like this:

Click the 'X' to cancel the challenge.

If you have many active daily games, the new challenge will be at the bottom of the list of your active Daily games, so you may need to click 'More' to see it:

NOTE: If you do not see the Daily Games bar on your home page, you will need to add it in your home page settings:

Check the Daily box, and click save! Then you will see Daily games and challenges on your home page.