Researchers from Tilburg University in the Netherlands carried out three experiments. In the first, 59 men and women role-played being on a diet.
Half imagined being on a traditional diet, while the others dieted for six days but had a day off on the last.
They then had to imagine walking down a supermarket snack aisle when hungry and think of ways to avoid giving in to temptation.
Those on the "naughty day" diet were able to come up with more strategies of self-control, 'The Telegraph' reported.
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Half were asked to follow a diet of 1,500 calories each day, while the others were told to eat 1,300 calories a day - except for Sundays, when they were allowed 2,700 calories.
Tests showed that self-control weakened for those on the conventional diet but remained strong on those allowed a "cheat" day. They were also happier and more motivated, and lost as much weight as those in the normal diet group, researchers said.
The final experiment showed that the same theory can be applied to other goals, such as saving money, where the occasional shopping spree may make it easier to stick to a budget.
"The findings show it is important to plan hedonistic moments in goal pursuit when it is 'good to be bad'," said Marcel Zeelenberg from Tilburg University.
"Sometimes it is good in the long run to be temporarily bad in the short run," said Zeelenberg.