The aim of this paper is to provide a phenomenology of uncanniness which shows that although Martin Heidegger in his path breaking analysis of existential anxiety and human finitude puts his finger on some key elements of what in German is known as “das Unheimliche”, this analysis falls short of displaying what it means to have a truly uncanny experience for reasons of neglecting the constitutive powers of embodiment and intersubjectivity. To understand the true nature of the uncanny, we should turn to experiences of automata, corpses, ghosts and doubles found in horror stories and to the lives of persons afflicted by certain mental disorders, such as Cotard syndrome and Capgras delusion. To feel and perceive oneself to be dead (Cotard syndrome) or family members to have been replaced by impostors (Capgras delusion) are not only more profoundly uncanny experiences than facing the general meaninglessness of life, targeted by Heidegger; they are in many ways experiences that can teach us more about the phenomenology of being-in-the-world than Heidegger’s account of existential anxiety is able to do. The experiences reported by persons suffering from such mental disorders force us to acknowledge how all pervasive and powerful so called existential feelings can be in affording – and denying – structure and content to our perceptions and thoughts when we inhabit a world.