Impossible figures represent the world in ways it cannot be. From the work of M. C. Escher to any popular perception textbook, such experiences show how some principles of mental processing can be so entrenched and inflexible as to produce absurd and even incoherent outcomes that could not occur in reality. However, impossible experiences of this sort are mostly limited to visual perception; are there “impossible figures” for other sensory modalities? Here, we import a known magic trick into the laboratory to report and investigate an impossible experience for somatosensation—one that can be physically felt. We show that, even under full-cue conditions with objects that can be freely inspected, subjects can be made to experience a single object alone as feeling heavier than a group of objects that includes the single object as a member—an impossible and phenomenologically striking experience of weight. Moreover, we suggest that this phenomenon—a special case of the size-weight illusion—reflects a kind of “anti-Bayesian” perceptual updating that amplifies a challenge to rational models of perception and cognition.