Superstitions are common, yet we have little understanding of the cognitive mechanisms that bring them about. This study used a laboratory‐based analogue for superstitious beliefs that involved people monitoring the relationship between undertaking an action (pressing a button) and an outcome occurring (a light illuminating). The task was arranged such that there was no objective contingency between pressing the button and the light illuminating – the light was just as likely to illuminate whether the button was pressed or not. Nevertheless, most people rated the causal relationship between the button press and the light illuminating to be moderately positive, demonstrating an illusion of causality. This study found that the magnitude of this illusion was predicted by people's level of endorsement of common superstitious beliefs (measured using a novel Superstitious Beliefs Questionnaire), but was not associated with mood variables or their self‐rated locus of control. This observation is consistent with a more general individual difference or bias to overweight conjunctive events over disjunctive events during causal reasoning in those with a propensity for superstitious beliefs.