Evolutionary accounts of religion have proposed that an evolved bias to over-detect the presence of other agents may be at the basis of belief in supernatural agents. More recently, similar ideas have been proposed in terms of the predictive coding framework, according to which prior beliefs come to dominate bottom-up perceptual input. In this talk I will present a series of studies scrutinizing the relation between supernatural beliefs, perceived agency in the environment and feelings of agency with respect to one’s actions. Although experimental manipulations of supernatural beliefs and experiences (e.g. through priming or placebo brain stimulation) did not affect agency detection, the hypothesized relation between agency detection biases and supernatural beliefs was tentatively supported by using an individual difference approach (including a developmental study and field studies with psychic believers). However, survey data (from large samples in the US and the Netherlands) indicates that the relative contribution of cognitive biases is only marginal with respect to the role of cultural learning in sustaining supernatural beliefs.