An agent exercises instrumental rationality to the degree that she adopts appropriate means to achieving her ends. Adopting appropriate means to achieving one’s ends can, in turn, involve overcoming one’s strongest desires, that is, it can involve exercising synchronic self-control. However, contra prominent approaches, I deny that synchronic self-control is possible. Specifically, I draw on computational models and empirical evidence from cognitive neuroscience to describe a naturalistic, multi-system model of the mind. On this model, synchronic self-control is impossible. Must we, then, give up on a meaningful conception of instrumental rationality? No. A multi-system view still permits something like synchronic self-control: an agent can control her very strong desires. Adopting a multi-system model of the mind thus places limitations on our conceptions of instrumental rationality, without requiring that we abandon the notion altogether.