Yes, it is wrong - and one reason is because it means we're guilty of hypocrisy. Some of Jesus' strongest words were directed at people who pretended to be good outwardly, but inwardly were still selfish and sinful. He compared them to dishes that were clean and beautiful on the outside, "but inside... are full of greed and self-indulgence" (Matthew 23:25).
This doesn't mean, of course, that we should go ahead and do anything we feel like doing, even if it's wrong. If we acted that way, we'd only end up hurting both ourselves and other people. Instead, it means we should strive to get rid of our wrong motives and wrong thoughts, and replace them with good motives and good thoughts. The Bible says, "Rid yourselves of all malice and all deceit, hypocrisy, envy, and slander of every kind" (1 Peter 2:1).
But is this possible? Yes - with God's help. When we open our lives to Christ, He comes to live within us by His Spirit, and He begins to change us from within. The Bible says, "Do not conform any longer to the pattern of this world, but be transformed by the renewing of your mind" (Romans 12:2).