Clinical researchers often propose (or review committees demand) pilot studies to determine whether a study is worth performing and to guide power calculations. The most likely outcomes are that (1) studies worth performing are aborted and (2) studies that are not aborted are underpowered. There are many excellent reasons for performing pilot studies. The argument herein is not meant to discourage clinical researchers from performing pilot studies (or review committees from requiring them) but simply to caution against their use for the objective of guiding power calculations.