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This study aimed at clarifying the relationship between religious and paranormal beliefs, on which previous studies have yielded varying results. It was examined whether the relationship varies by the level of religiousness, and individual differences between religious and paranormal believers and sceptics were compared. Finnish participants (N = 3261) filled in an Internet-based questionnaire. The results showed that the relationship between religious and paranormal beliefs was positive among paranormal believers and sceptics but negative among religious people. High intuitive thinking, low analytical thinking, mystical experiences, and close others' positive attitude toward the supernatural distinguished both kinds of believers from the sceptics, while conservation and self-transcendence values distinguished religious people from paranormal believers.