The imagination is central to esoteric practices, but so far scholars have shown little interest in exploring cognitive theories of how the imagination works. The only exception is Tanya Luhrmann’s interpretive drift theory and related research on mental imagery cultivation, which has been used to explain the subjective persuasiveness of modern ritual magic. This article draws on recent work in the neuroscience of perception in order to develop a general theory of kataphatic (that is, imagery based) practice that goes beyond the interpretive drift theory. Mental imagery is intimately linked with perception. Drawing on “predictive coding” theory, the article argues that kataphatic practices exploit the probabilistic, expectation-based way that the brain processes sensory information and creates models (perceptions) of the world. This view throws light on a wide range of features of kataphatic practices, from their contemplative and cognitive aspects, to their social organization and demographic make-up, to their pageantry and material culture. By connecting readily observable features of kataphatic practice to specific neurocognitive mechanisms related to perceptual learning and cognitive processing of mental imagery, the predictive coding paradigm also creates opportunities for combining historical research with experimental approaches in the study of religion. I illustrate how this framework may enrich the study of Western esotericism in particular by applying it to the paradigmatic case of “astral travel” as it has developed from the Golden Dawn tradition of ritual magic, especially in the work of Aleister Crowley.