Much attention has been paid recently to the role of anomalous experiences in the aetiology of certain types of psychopathology, e.g. in the formation of delusions. We examine, instead, the top-down influence of pre-existing beliefs and affective factors in shaping an individual's characterisation of anomalous sensory experiences. Specifically we investigated the effects of paranormal beliefs and alexithymia in determining the intensity and quality of an altered state of consciousness (ASC). Fifty five participants took part in a sweat lodge ceremony, a traditional shamanic ritual which was unfamiliar to them. Participants reported significant alterations in their state of consciousness, quantified using the 'APZ' questionnaire, a standardized measure of ASC experience. Participants endorsing paranormal beliefs compatible with shamanic mythology, and those showing difficulty identifying feelings scored higher on positive dimensions of ASC experience. Our findings demonstrate that variation in an individual's characterisation of anomalous experiences is nuanced by pre-existing beliefs and affective factors.