The Felt Presence (FP) experience is the basic feeling that someone else is present in the immediate environment, without any other clear sensory evidence. Ranging from benevolent to distressing, personified to ambiguous, FP has been observed in neuropsychological case studies, within psychosis and paranoia, associated with sleep paralysis, anxiety, and recorded within endurance sports and spiritualist communities. In this review we summarise the philosophical and phenomenological, clinical and non-clinical correlates of FP, as well current measurement using psychometric, cognitive, and neurophysiological methods. We present current mechanistic explanations for FP, suggest a unifying cognitive framework for the phenomenon, and discuss outstanding questions for the field. FP offers a sublime window of opportunity to understand the cognitive neuroscience of own-body awareness and social agency detection; an intuitive, but poorly understood experience in health and disorder.