If you find you have to go a lot more frequently, learning how to hold your pee can help. Holding your pee for too long can be harmful for you. It can allow excess bacteria to build up in your bladder and can contribute to urinary tract infections. When the urge hits, find ways to distract yourself or at least lessen the urge to go. Some ways you can accomplish this include:. Bladder training is a preventive method that helps you retrain your bladder to hold more urine.