As long as it fits. It should be snug but not tight. Too loose is better than too tight. Walk the beardie around the house with the leash first to see if it can get out of it or not.

Here's a great leash; the "Small" size works best for mature beardies; "X-Small" for baby beardies.
http://www.petmountain.com/product/r...ort-leash.html