Literary and cinematic depictions of events frequently evoke emotions in readers or viewers even when they are fully aware that the portrayed events are fictitious. Likewise, the deliberate imagination of counterfactual events can evoke emotions. These “fantasy emotions”, as the Austrian philosopher-psychologist Meinong (1910) called them, pose an explanatory problem for cognitive emotion theories. The reason is that these theories assume—at least in their standard form—that emotions presuppose beliefs in the existence of the emotion-elicing events; but such beliefs seem to be lacking in the case of the fantasy emotions (e.g., Green, 1992). In philosophy of art, these considerations have given rise to the much-discussed “paradox of emotional response to ficton” (Radford, 1975; Schneider, 2011). To solve the problem, Meinong (1910) proposed that the fantasy emotions are not based on beliefs but on a different kind of cognitive propositional attitude, called assumptions (Annahmen). My aim is to explicate Meinong’s theory of fantasy emotions in the context of CBDTE, a (sketch of a) computational (C) model of the belief-desire theory of emotion (BDTE) (see Reisenzein, 2009a; 2009b).