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Using surface measurements of maximum and minimum temperatures from the Global Daily Climatological Network data set, we find evidence of a weekly cycle in diurnal temperature range (DTR) for many stations in the United States, Mexico, Japan, and China. The 'weekend effect,' which we define as the average DTR for Saturday through Monday minus the average DTR for Wednesday through Friday, can be as large as 0.5 K, similar to the magnitude of observed long-term trends in DTR. This weekend effect has a distinct large-scale pattern that has changed only slightly over time, but its sign is not the same in all locations. The station procedures and the statistical robustness of both the individual station data and the patterns of DTR differences are thoroughly examined. We conclude that the weekend effect is a real short time scale and large spatial scale geophysical phenomenon, which is necessarily human in origin. We thus provide strong evidence of an anthropogenic link to DTR, an important climate indicator. Several possible anthropogenic mechanisms are discussed; we speculate that aerosol-cloud interactions are the most likely cause of this weekend effect, but we do not rule out others.