Consider Nicolai Tangen, the chief executive of the world’s largest wealth fund. I interviewed him recently as he was putting the finishing touches on a book he’d been writing about leadership. After praising personal qualities like energy and grit, Mr. Tangen’s book spills more ink than you can believe about his assistant, Grete Starheim. He trusts her to speak on his behalf, and he believes her when she tells him he’s wrong. “Why should such important people end up in the shadows?” Mr. Tangen asked. “Is it embarrassing to admit that you need help?”

Or consider Conan O’Brien, who told Harvard’s graduating class that he always reminds himself that he’d done nothing alone. “If I could invite everybody, alive or dead, who has contributed to my being your commencement speaker today, all of Cambridge and half of Allston would be crammed shoulder to shoulder,” he said.

Mr. Tangen and Mr. O’Brien aren’t just being modest. Studies show that knowing when to ask for help is an essential skill for children’s learning and achievement. College students who proactively seek assistance from others typically outperform those who avoid doing so. In adulthood, seeking support is an effective strategy for regulating our emotions, and having a support network is a reliable predictor of overall mental health.

Research also shows that entrepreneurs are more successful when brought together to learn from one another. That is why one venture capital firm, Y Combinator, favors funding co-founders over solo founders. It also links founders in what it calls batches, with group office hours, group dinners and an internal messaging platform for sharing knowledge. “Even if you could do all the work yourself, you need colleagues to brainstorm with, to talk you out of stupid decisions and to cheer you up when things go wrong,” Paul Graham, one of Y Combinator’s founders, once wrote.

From an early age, we suffer from what cognitive psychologists call the illusion of self-sufficiency, overlooking how much we owe our skills to other people. In one experiment, two groups of children were given a machine they’d never seen before. In the first, none managed to figure out how it worked on their own. In the second, the vast majority succeeded after seeing someone else use the machine and getting hints along the way. Still, after the experiment, 70 percent of the second group claimed they would have learned to use the machine without help.