Causal illusion has been proposed as a cognitive mediator of pseudoscientific beliefs. However, previous studies have only tested the association between this cognitive bias and a closely related but different type of unwarranted beliefs, those related to superstition and paranormal phenomena. Participants (n = 225) responded to a novel questionnaire of pseudoscientific beliefs designed for this study. They also completed a contingency learning task in which a possible cause, infusion intake, and a desired effect, headache remission, were actually non‐contingent. Volunteers with higher scores on the questionnaire also presented stronger causal illusion effects. These results support the hypothesis that causal illusions might play a fundamental role in the endorsement of pseudoscientific beliefs.