Scientific literature seems to indicate that paranormal/supernatural experiences are more frequent after negative life events or, in any case, after important life changes. This chapter presents some relevant results of an exploratory study which aims to thoroughly analyse the complex relationship between paranormal/ supernatural experiences and particularly challenging life events, like, for example, the loss of a loved one. Can we hypothesize that in these cases the paranormal/ supernatural experience and/or the interest in the paranormal or in the supernatural are mere instruments that some people utilize as simple defence mechanisms in order to escape a bleak and hard reality? Or, alternatively, can we hypothesize that through a particular experience of loss (which may not necessarily coincide only with the physical death of a significant other) some people attain an expansion of their awareness, a condition of special non-separateness from other living things in a multiplicity of new and interconnected perspectives, and an enhancement of their consciousness so as to get in touch with other, so far unknown, realities? This study especially draws on qualitative data, namely on in-depth interviews with adults who are interested in, and/or are in various degrees familiar with, the paranormal and/or the supernatural.