In the last decade, the study of magic has started to gain the attention of the psychological sciences (Kuhn, 2019; Tompkins, 2019). Psychologists study magic to further our understanding of human cognition including perception, memory, and consciousness. Here, we explore the conscious elements that might make magic unique to humans, such as the experience of wonder and disbelief at the unexpected. We discuss the tactics used by cognitively advanced non-human animals such as apes, corvids, and cephalopods to deceive conspecifics, and consider the parallels between their techniques and the ones used by magicians to make their audience experience the impossible. We also discuss the social dynamics of magic performance, explore the similarities and differences of human and non-human social interactions, and discuss play behaviour in non-human animals. We argue that apes, corvids, and cephalopods might be ideal candidates to start a comparative science of magic, as they appear to naturally exploit analogous blind spots in perception and attention, as well roadblocks in memory, mental time travel and perspective-taking. We highlight the potential of this new and exciting line of research that unlocks alternative avenues for inquiry and investigation. The application of magic to comparative psychology might reveal several interesting psychological constraints across diverse animal minds and offer potential candidates for questions about consciousness.