Well, scientists from the University of Hertfordshire reckon you've got nothing to worry about.
After checking out some of the most haunted places in the UK, they say that ghosts are probably just draughts, low light and even unusual magnetic fields.
Weirdly, he reckons that although ghosts don't exist, hauntings do!
He says that people do feel odd things, like chills or strange noises, which make them think there are ghosts around.
But that's all they are, feelings.
People respond to what he calls "environmental cues," or the general spookiness of a place, to create the ghosts in their own heads.
So next time a chill runs down your spine, don't hide under your bedclothes.
You've probably just left the window open.