“I CAN’T HELP READING!” is the common comment uttered by Detective Fiction readers who lose control over themselves as they begin reading a crime novel. The genre is a crystal clear formulaic structure which abounds with repetition: following a crime, an investigation is initiated by a detective to capture the criminal. Still, its clichéd nature does not lessen the universality of Detective Fiction. How could a story replete with puzzles and vague incidents be enticing? More importantly, why would the reader avoid discarding a book which sketches horrible deeds and inhuman interests of the criminal? What is the powerful element of Detective Fiction which places it among popular literature? This paper intends to answer these crucial questions by focusing on “conjecture,” a term introduced by Umberto Eco as the key feature of Detective Fiction’s appeal. To this end, an article by William F. Brewer and Edward H. Lichtenstein entitled, “Stories Are to Entertain: A Structural-Affect Theory of Stories” (1982) is targeted to shed light on the claim of conjecture as a way to knowledge by elaborating on three analytical components—surprise, suspense, and curiosity—of a story which make it strikingly attractive.