When payment fails there still an order in de woocommerce admin

This is the default way that Woocommerce works.
All orders are saved in Woocommerce orders no matter once it has been placed.
The only thing the changes is the status of the order like on-hold – which signifies awaiting payment, processing – payment has been received and the customer order will be shipped, cancelled – an order was cancelled.

I don’t see the reason why you don’t want an order to be saved. The customer can still come back later to complete payment for the order.

My client has asked me that, because for them it was difficult to understand that if the payment failed, tho order was still in the backend. But I think they have to get used to it :-). The icon is understandable enough.

Thanks for the reply Tubiz!

You welcome.
If this ticket has been solved and answered.
Kindly close it.

I did, but probably something went wrong then.