Researchers from the University of Queensland in Australia asked a group of participants to breathe in a small amount of capsaicin -- the spicy substance in chilli peppers that irritates the throat.
They found that people given a placebo, a fake medicine, beforehand had 45 per cent less of an urge to cough than those who didn't receive any medicine.
It proves that coughing can controlled by more sophisticated thought centres in the brain, the researchers said.
Ronald Eccles, the director of the Common Cold Centre at Cardiff University in the UK, said that the study supports earlier work that placebos work just about as well to reduce coughing as anti-cough medicines.
"I think the key point is that if patients believe in a cough treatment then it does work for them," he was quoted as saying by the Daily Mail.
An emerging idea among cough researchers is that our brains can be influenced by expectations that a substance can soothe a cough.
To test this theory, a team led by Stuart Mazzone asked 21 people to inhale capsaicin.
Some were told they would be getting liodcaine beforehand -- a local anaesthetic, while the rest were told they were receiving a gas that wouldn't help.
However, all of them were only given inert gases that wouldn't impact their urge to cough.
In the first instance when the people were given the placebo, nine of them reported that they had less of an urge to cough than a group who were knowingly given a full-dose of capsaicin without any 'medicine'.
On average, the participants had a 45 per cent reduction in the urge to cough -- from about a four on a 10-point scale to roughly a two.
"I was a little surprised by the magnitude of the response. It was very large," Mazzone said.
Professor Omer Van den Bergh, from the University of Leuven in Belgium, said: "It's as if the brain has some occasion to control when to cough or not."
Small studies have suggested that many other conditions respond to placebos, from depression to urinary problems to pain.
Mazzone said the placebo response in cough appears to be even greater than in other health conditions.
A placebo's effect on pain, for instance, typically only reduces pain sensations by about 25 to 30 per cent Mazzone said.
"It's difficult to know why that is' that cough responds so well to placebo," he added.
He speculated that the cough reflex is less hard-wired than the pain reflex, because the latter is "so critical for survival."