This Element adopts a naturalistic, cognitive perspective to understand divination. Following an overview of divination and the historical background of its scholarly study, Section 2 examines various definitions and proposes a working definition that balances common usage with theoretical coherence. Section 3 surveys existing theories of divination, including symbolic and functional perspectives, while critiquing their limitations. Section 4 argues for the primacy of cognition in divinatory practices, emphasizing the role of universal cognitive mechanisms and culturally specific worldviews in shaping their plausibility and persistence. Expanding on these ideas, Section 5 investigates the interplay between individual cognition and societal processes, highlighting socio-cultural factors such as the preferential reporting of successful outcomes that bolster divination's perceived efficacy. Finally, Section 6 concludes by summarizing the Element's key arguments and identifying open questions for future research on the cognitive dimension of divination.