Holly Madison has seen some things in the Playboy Mansion.

Madison, 41, shared her paranormal experiences while living in Hugh Hefner’s infamous mansion.

RELATED: Holly Madison On The First Time She Had Sex With Hugh Hefner

“The mansion is a home that’s very intriguing for so many reasons,” Madison told Nylon. “People talk about it being haunted. There are all these weird urban legends like trafficking tunnels. It takes on a life of its own.”

Madison detailed her alleged experiences with the supernatural. While filming “The Girls Next Door” reality show, Madison said she saw the ghost of a woman wearing “a hot pink sports bra and black workout pants” walk in front of her, around the corner and out through a door. Madison followed the apparition only to find the door led to a small closet.

“I never saw that woman again in my life,” Holly asserted.

She also shared a separate story she allegedly experienced with Bridget Marquardt.

RELATED: Holly Madison Admits She Struggled With Body Dysmorphia

“Even though I’d seen that weird thing with the disappearing woman in the gym, sometimes when those things happen, you try to rationalize them away,” she said.

“For me, it took a bunch of different experiences before I thought ‘OK, there’s something weird going on here.’ I said I wish I had more proof it was real, and right away when I said that, her TV turned on by itself and the volume went all the way up.”