Frege begins his discussion of factives in ‘On Sense and Reference’ with an example of a purported contrafactive, that is, a verb that entails, or presupposes, the falsity of the complement sentence. But the verb he cites, ‘wähnen’, is now obsolete, and native speakers are sceptical about whether it really was a contrafactive. Despite the profusion of factive verbs, there are no clear examples of contrafactive propositional attitude verbs in English, French or German. This paper attempts to give an explanation of this, and to use this to shed light on the behaviour of factives more generally. The suggestion is that factive propositional attitude verbs take facts, not propositions, as the referents of their complement sentences; and that as there are no contra-facts, there can be no contra-factives. This claim is also used to help explain Timothy Williamson's observation that there is no stative propositional attitude factive that requires only belief. Various conclusions are drawn within a broadly ‘knowledge first’ approach.