We tested whether the repeated practice of self-control could improve regulatory strength over time. Regulatory performance was assessed at baseline, then at monthly intervals for a period of four months using a visual tracking task. Perceived stress, emotional distress and self-efficacy were assessed by questionnaire. Participants entered a four-month self-control exercise drill designed to increase regulatory strength: a financial monitoring program. Participants showed significant improvement in self-regulatory capacity as measured by an enhanced performance on the visual tracking task following a thought-suppression task. Perceived stress, emotional distress and self-efficacy remained stable. A control group not participating in any self-control exercise showed no signs of improvement over the same time span.