Humans have likely been attempting to communicate with entities believed to exist, such as the divine, sacred beings, and deceased people, since the dawn of time. Across cultures and countries, many believe that interaction with the immaterial world is not only possible but a frequent experience. Most religious traditions across the globe focus many rituals and activities around prayer to an entity deemed divine or sacred. Additionally, many people–religious, agnostic, and atheists alike–report communication with their departed loved ones. During highly stressful times associated with natural disasters, war, pandemics, and other threats to human life, the frequency and intensity of these activities and associated experiences substantially increase. Although this very human phenomenon seems to be universal, the empirical literature on the topic within psychology is thin. This paper discussed the topic and reviews what we know from the professional literature about how people perceive communication with these unseen entities. It highlights the perceptual and social cognition evidence and discussed the role of attribution theory, which might help us understand the beliefs, motivations, and practices of those engaged with communication with the unseen. Empirical laboratory research with mediums is discussed as well, examining the evidence for communication with the deceased. Final reflections and suggestions for future research are also offered.