What happens when a horror monster looks or appears to look at you, the viewer? What does this look do to the filmic fiction? It is often the case in the horror film where the monster is framed looking at the camera. Despite its prevalence in the genre, the returned gaze is often dismissed or forgotten. By adopting a cognitive methodology that draws on both narratological and psychological theories, I argue that, when the gaze is returned in horror, affects of unease are produced. As they do this, they do not rupture the cinematic illusion or our emotional engagement because cinema is not an illusion to begin with. Ultimately, the returned gaze is a formal choice in horror that is rooted in certain innate human behaviours. I analyse various instances of the returned gaze in Halloween (1978) and The Shining (1980) to demonstrate how this phenomenon in horror engages us.