Depends on the depth of the dream.
If you're in a deep solid dream in the middle of the night, I doubt the dream will connect to your conscious self like that. The reason most reality checks work is because in a dream, you don't have independent limitations like in the real world. In the waking state, if you were to decide to walk through a wall, you'd be stopped when you bump into it. In the dream, that independent restriction doesn't exist since it's all in your mind.