Wings flapping in the dark, a scientist who is able to be present in two places at once as a result of an accident in the laboratory, and unknown creatures hiding in the shadows. This paper focuses on those works of English writer H.G. Wells (1866-1946) which create mystery by playing with human perception and the human senses. In these stories, the mysteries might have a real cause, or they might be a result of confusion. Either way, it certainly makes the characters question the reliability of their minds. They shudder with fear, and sometimes they are on the verge of losing their sanity. These phenomena are examined from the perspective of cognitive approaches. The analysis focuses on mental processing and how it influences the mental stability of the characters in question. One of the questions asked is what kinds of responses are elicited by these mysteries involving potentially misled senses.