The mental model theory postulates that reasoners build models of the situations described in premises. A conclusion is possible if it occurs in at least one model; and it is impossible if it occurs in no models. According to the theory, reasoners can cope with what is true, but not with what is false. A computer implementation predicted that certain inferences should yield cognitive illusions, i.e. they have conclusions that should seem highly plausible but that are in reality gross errors. Experiment 1 showed that, as predicted, participants erroneously inferred that impossible situations were possible, and that possible situations were impossible, but they performed well with control problems. Experiment 2 replicated these results, using the same premises for both the illusory and the control inferences: the participants were susceptible both to illusions of possibility and to illusions of impossibility, but they coped with the control problems.