The prevalence of pseudoscientific beliefs in our societies negatively influences relevant areas such as health or education. Causal illusions have been proposed as a possible cognitive basis for the development of such beliefs. The aim of our study was to further investigate the specific nature of the association between causal illusion and endorsement of pseudoscientific beliefs through an active contingency detection task. In this task, volunteers are given the opportunity to manipulate the presence or absence of a potential cause in order to explore its possible influence over the outcome. Responses provided are assumed to reflect both the participants' information interpretation strategies as well as their information search strategies. Following a previous study investigating the association between causal illusion and the presence of paranormal beliefs, we expected that the association between causal illusion and pseudoscientific beliefs would disappear when controlling for the information search strategy (i.e., the proportion of trials in which the participants decided to present the potential cause). Volunteers with higher pseudoscientific beliefs also developed stronger causal illusions in active contingency detection tasks. This association appeared irrespective of the participants with more pseudoscientific beliefs showing (Experiment 2) or not (Experiment 1) differential search strategies. Our results suggest that both information interpretation and search strategies could be significantly associated to the development of pseudoscientific (and paranormal) beliefs.