Magicians often rely on misdirection to fool their audience. A common way to achieve this is for the magician to provide a plausible and intuitive (but false) account of how an effect is performed in order to prevent spectators from uncovering the truth. We hypothesized that analytical thinkers would be more likely than intuitive thinkers to seek alternative explanations when observing a mental magic effect because generating a coherent explanation requires analytical thought. We found that while intuitive thinkers often espoused explanations for a magic trick similar to one provided by the magician, analytical thinkers tended to generate new explanations that echoed rational principles and relied on physical mechanisms (rather than mental capabilities). This difference was not predicted by differences in numeracy skills or need for cognition.