Is it ever rational to be immoral?

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Short as it is, this question is tricky because of two ambiguities.

1. "rational" could be understood in the sense of choosing what are foreseeably the most effective means to given ends, or it could be understood in a more ambitious sense that would allow the commitment to certain combinations of ends, or even single ends, to be irrational as well.

2. for each of the disambiguations for 1, the word "rational" could be understood to mean "rationally permitted" or "rationally required".

I will read your "to be immoral" as shorthand for "to act in a way that is morally wrong."

Suppose your overriding end in life is to make your sister happy. Her greatest wish is for a golden necklace that you cannot afford to buy. But you have a way of stealing it. This theft would be immoral. But it it rationally permitted and even required on the thin notion of rationality: stealing is the foreseeably most effective means for you to attain your end.

This answer remains adequate even if we allow that combinations of ends may be irrational (by excessively interfering with one another's attainment). We may simply suppose that you have no interfering ends -- or, even cleaner, no other ends at all.

Might your sole end -- making your sister happy -- be irrational? The only option I see for supporting this is to claim that it would be irrational for you not to have the end of being in compliance with morality and not to make this latter end overriding. But this claim would stretch the ordinary sense of "rational" beyond recognition. And there is a further problem: Through a somewhat strange upbringing, you might have come to believe that making your sister happy is the one and only end that you morally ought to be pursuing. So you may have the end of being in compliance with morality and you may be committed also to make this end overriding, but, because of what you sincerely believe about the content of morality, you think that the whole content of morality is that you ought to make your sister happy no matter what it takes. In this case, I think, you would be rationally (permitted and even) required to go ahead and steal the necklace even though this is, unbeknownst to you, a morally wrong action.

So, despite the ambiguities, the answer is Yes across the board.

Implicit in this answer is that it can be irrational to be moral: it would be irrational for you to refrain from the theft).

Two questions still open are whether it can ever be rational to do what one believes to be morally wrong and whether it can ever be irrational to do what one believes to be morally required.

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