Any illusion of control is certainly comforting, but for those living in such make-believe worlds, problems could be ahead, warn psychologists.
The illusion of control can be both a positive and a negative in our lives, notes Shruti Venkatesh, a postgraduate research student with the University of New South Wales.
"It can help motivate people and make them feel optimistic in certain situations, but it can also lead people into having unrealistic expectations," says Ms Venkatesh, who is working with Associate Professor Michelle Moulds, of the UNSW School of Psychology, and Associate Professor Chris Mitchell, of the University of Plymouth.
"An example is when someone wears their favourite sports team jersey and their team wins, that person may come to believe that wearing the jersey caused their team to win - even though there was no correlation between the two.
"Likewise, a gambler who just happens to be lucky and gets repeated payouts from a poker machine while playing at the same time of day may come to believe that they can influence the machine by playing again at that time."
The key ingredient for the illusion of control to occur is that the individual must make some sort of response to a situation (e.g. wearing a jersey or playing a poker machine) and that the outcome occurs frequently.
"It's a fascinating phenomenon and it works even in experimental situations when we tell people that the outcome of a process is random and beyond their control, they still develop the illusion. Whether it is a healthy illusion or not really depends on the situation and the consequences of the individual's action or response."
It has been suggested that depressed people might be less likely to develop an illusion of control because they take a more realistic view of events - known as depressive realism - but the study found no support for that idea: it turns out that people with depression are just as likely as non-depressed people to develop an illusion of control. Why that should be remains unknown and will be the subject of further research.
"Our key finding is that the illusion of control is a strong, robust effect," she says. "That is, it is very difficult to take the rose-coloured glasses off depressed and non-depressed individuals when it comes to situations in which there is no relationship between a person's response and an outcome, and when the outcome occurs frequently.
"In short, people are more than ready to believe they have some control in certain situations - even when they do not."