The phenomenon of 'lost fetus' to orang bunian is quite commonly heard of in our culture. It may present in psychiatric settings and may potentially create confusion and difficulties in diagnostic and management aspects. A case of feigned full-term pregnancy followed by a pregnancy loss is described. This review emphasizes the need to recognize this phenomenon of 'lost advanced pregnancy' in context of the Malay belief. Possible etiological factors, diagnostic indicators of factitious disorder and management strategies are discussed. The possibility of cultural beliefs being used as psychological defenses is also discussed. Keywords: lost pregnancy, orang bunian, Malay mystical belief, factitious disorder