Achieving a goal and achieving happiness are two entirely different things. A few days after she became the first female skater to land a quadruple jump at the Olympics, 15-year-old Kamila Valieva fell in her final program, costing her the individual Olympic gold. She wept as she stepped off the ice. Instead of comforting her, her coach berated her. "Why did you let it go?" she asked the young skater. "Why did you stop fighting?"

The skaters who won didn't seem much happier. After winning the silver medal, Alexandra Trusova was heard screaming that she hated the sport. The gold medalist, Anna Shcherbakova, said that "this has been what I've been working toward every day," but also that she felt "emptiness inside."

This kind of pressure might seem inconceivable to you; after all, you probably aren't an Olympic athlete. But have you ever anchored your happiness in some way to a far-off goal that you could attain only at significant personal cost, that you thought would deliver to you the satisfaction you seek or the success you crave? Maybe it's finishing a degree, publishing a book, or making a certain amount of money. Nothing is wrong with these goals per se, but if you place your happiness in their attainment, you are setting yourself up for your own version of these bitter Olympic moments. Even if you achieve your goal, you are very unlikely to achieve the happiness you're after. And you just might find yourself less happy than you were before you reached the mountaintop.

Dreams and goals are important because they give us a metric against which to measure progress; you don't care if you're getting closer to Rome unless you are trying to get to Rome. But as I have written before, progress, not meeting a goal, is what brings true happiness. Researchers have confirmed this time and again. In their 2011 book, The Progress Principle, my colleague Teresa Amabile and the psychologist Steven Kramer analyzed the day-to-day well-being of 238 employees at seven companies and found that satisfaction was brought about not by big, audacious wins, but rather by forward momentum in meaningful work. Other psychologists have found that in life, not just work, progress consistently beats accomplishment when it comes to well-being. Humans are wired, it seems, for improvement. The end state is fairly subjective and in some cases even arbitrary (for example, I will save $10,000). But progress is clear and unambiguous (I have more in my savings account this week than last week).

Goal attainment can even bring problems. Some researchers have argued that when a goal is a true end point for progress, the cessation of forward motion can lead to a feeling of emptiness, exactly what Shcherbakova described in Beijing. Or as a friend of mine and fellow author told me, "I always thought that there would be no better feeling than the day I saw I had a No. 1 New York Times best seller. And when it finally happened, I felt nothing."

Worse than feeling nothing, you might subject yourself to what the self-improvement writer Stephanie Rose Zoccatelli calls the "post-achievement hangover," a feeling of restlessness and mild depression in the days after a major milestone, such as graduating from college or getting married. One plausible explanation for this phenomenon has to do with dopamine, a neuromodulator that gives us a sense of pleasurable anticipation of a reward. Dopamine is elevated before you achieve a goal and depleted afterward. This leads to what you might call "anti-anticipation," or a sense of emptiness. Some scholars have hypothesized that dopamine depletion underlies the terrible dysphoria experienced by drug abusers when they abstain.

This potentially explains a lot of paradoxical behavior, such as why New Year's resolutions usually fail in the long run, even after initial success. The imagined sustained bliss after, say, saving more money is a mirage; your prize for success is saving money, forever. The progress gives you little shots of dopamine as your savings increase. But once you hit your goal and look out over the wide expanse of permanent fiscal austerity … it's a dopamine desert.

To pursue one big goal in the hope of attaining happiness is, ironically, to set yourself up for unhappiness. Buddhists see such goals as just another kind of worldly attachment that creates a cycle of craving and clinging. This principle is at the heart of Buddhism's first noble truth, that life is suffering. This doesn't mean that you should abandon all goals, however. You just need to understand and pursue them in a different way.

I recommend that you subject your goals to a bit of scrutiny. Ask yourself three questions.

1. Are you enjoying the journey?

A little voice in your head always tells you that your very special dream, whether it's Olympic gold or winning the presidency, will bring you bliss, so a lot of misery in pursuit of it is worthwhile. But that isn't true, and the more emphasis you put on the end state, the more emotional trouble you will face. Instead of single-mindedly chasing a goal, focus more on whether you're getting anything out of your progress right now. For example, about 20 years ago, I set a goal to get in better shape. At first, working out was hard, especially the weight lifting. But within about two months, I found that I enjoyed it, and it became something I looked forward to each morning. I soon lost track of my initial goal–I think it was to bench-press my weight times my age–and two decades later I rarely miss a day in the gym, because I love it.

2. Do you like pie?

Here's an existential riddle: What's usually first prize in a pie-eating contest? Answer: More pie. So I hope you like pie.

The point of a good goal is to improve your quality of life by changing your day-to-day for the better, not to limp across the finish line and stop after a terrible ordeal. Working toward a goal is a lot like that pie-eating contest. The reward for quitting the misuse of alcohol is stopping drinking and then continuing to live in a healthy way. The reward for getting your M.B.A. is being qualified to hold a job that you really enjoy. Make sure you're really in it for the long haul.

3. Can you take one step at a time?

Researchers have found that frequent, small achievements tend to start a cycle of success and happiness much more than infrequent, big ones. Make sure you can break your long-term goals into smaller chunks–even into goals for individual days, if possible. You can have a victory each day and not be dependent on something that might happen years into the future. Point your efforts toward where you want to be in a year, but don't dwell on that destination. Rather, enjoy the daily and weekly milestones that you know are getting you down your road to success.

Maybe your goals don't pass this test. Maybe training to climb Mount Everest would be a journey that brings you no joy, or actually working as a lawyer after struggling through law school doesn't appeal to you. If that is the case, you must then ask yourself one more question: Why is this my goal in the first place? Maybe you internalized your parents' dream for your future, or you're still holding on to one that you came up with when you were very immature. If so, it's time to let the dream go.

Just as a wildly hypothetical example, say that, as a young child, someone told you that you could win a gold medal in figure skating and your life would be wonderful forever. But the journey is onerous, and a few years down the line, you realize that you don't want the life of a professional skater. In this case, it is time to emancipate yourself from your goal. Walk off the ice and get on with your life.