A pilot study is often performed before the start of a large study. Its aim is improving the methodological quality and evaluating the feasibility. The results of a pilot study are also often used to gain an impression of the efficacy of an intervention. For this purpose a pilot is absolutely unsuited. However, the estimate of the effect of an intervention in small studies such as pilot studies is determined to a large extent by chance. When conducting small studies the chance of publication bias is large. Small studies of adequate methodological quality should be published, whether the results are positive or negative, significant or non-significant, because combination in a later cumulative meta-analysis may lead to sufficient power to assess the efficacy of an experimental intervention.