If feeling a genuine emotion requires believing that its object actually exists, and if this is a belief we are unlikely to have about fictional entities, then how could we feel genuine emotions towards these entities? This question lies at the core of the paradox of fiction. Since its original formulation, this paradox has generated a substantial literature. Until recently, the dominant strategy had consisted in trying to solve it. Yet, it is more and more frequent for scholars to try to dismiss it using data and theories coming from psychology. In opposition to this trend, the present paper argues that the paradox of fiction cannot be dissolved in the ways recommended by the recent literature. We start by showing how contemporary attempts at dissolving the paradox assume that it emerges from theoretical commitments regarding the nature of emotions. Next, we argue that the paradox of fiction rather emerges from everyday observations, the validity of which is independent from any such commitment. This is why we then go on to claim that a mere appeal to psychology in order to discredit these theoretical commitments cannot dissolve the paradox. We bring our discussion to a close on a more positive note, by exploring how the paradox could in fact be solved by an adequate theory of the emotions.