Daily diaries and other everyday experience methods are increasingly used to study relationships between two time‐varying variables X and Y. Although daily data potentially often have weekly cyclical patterns (e.g., stress may be higher on weekdays and lower on weekends), the majority of daily diary studies have ignored this possibility. In this study, we investigated the effect of ignoring existing weekly cycles. We reanalyzed an empirical dataset (stress and alcohol consumption) and performed Monte Carlo simulations to investigate the impact of omitting weekly cycles. In the empirical dataset, ignoring cycles led to the inference of a significant within‐person X–Y relation whereas modeling cycles suggested that this relationship did not exist. Simulation results indicated that ignoring cycles that existed in both X and Y led to bias in the estimated within‐person X–Y relationship. The amount and direction of bias depended on the magnitude of the cycles, magnitude of the true within‐person X–Y relation, and synchronization of the cycles. We encourage researchers conducting daily diary studies to address potential weekly cycles in their data. We provide guidelines for detecting and modeling cycles to remove their influence and discuss challenges of causal inference in daily experience studies.