In the literature on judgment and decision making, a distinction is drawn between the effortless, fast, and automatic thinking of System 1 and the effortful, slow thinking of System 2, which requires deliberate attention and control. Owing to its cognitive ease, the uncritical thinking of System 1 operates by default. When the stakes are sufficiently high, we can engage in more critical thinking. We conceptualize critical thinking as scientific reasoning, an array of human inventions specifically designed to overcome the limitations and biases inherent to the efficient but error-prone System 1 thinking. We organize this discussion of critical thinking around five guidelines for scientific reasoning: consider alternative explanations to establish competing predictions, collect data as systematically and comprehensively as possible, establish a specific and reliable protocol, consider the role of chance, and weigh all available evidence. As a concrete illustration, running throughout this chapter is an examination of the power of sports momentum. We define the construct, attribute its appeal to aspects of System 1 thinking, and show how a more critical appraisal that follows the guidelines for scientific reasoning suggests that sports momentum may be little more than a cognitive illusion.