Abstract Surprise responses signal both high-level cognitive alerts that information is missing, and increasingly specific back-propagating error signals that allow updates in processing nodes. Studying surprise is, hence, central for cognitive neuroscience to understand internal world representations and learning. Yet, only few prior studies used naturalistic stimuli targeting our high-level understanding of the world. Here, we use magic tricks in an fMRI experiment to investigate neural responses to violations of core assumptions held by humans about the world. We showed participants naturalistic videos of three types of magic tricks, involving objects appearing, changing color, or disappearing, along with control videos without any violation of expectation. Importantly, the same videos were presented with and without prior knowledge about the tricks’ explanation. Results revealed generic responses in frontal and parietal areas, together with responses specific to each of the three trick types in posterior sensory areas. A subset of these regions, the midline areas of the default mode network (DMN), showed surprise activity that depended on prior knowledge. Equally, sensory regions showed sensitivity to prior knowledge, reflected in differing decoding accuracies. These results suggest a hierarchy of surprise signals involving generic processing of violation of expectations in frontal and parietal areas with concurrent surprise signals in sensory regions that are specific to the processed features.