Arthur Conan Doyle was a believer in the supernatural. My source here is from the Muse magazine, published by Cricket Media, in the October 2011 issue, page 6, by Doug Stewart.
One of the English celebrities who came to see the mystifying American perform that year  was Sir Arthur Conan Doyle, the mystery writer. Conan Doyle was as famous around the world as Houdini was, thanks to his wildly popular detective stories starring crime solver Sherlock Holmes. Sir Arthur's admirers may have assumed that he, like the brainy sleuth he had created, was committed to keen observation, hard evidence, and logical reasoning.
If so, they were wrong. Conan Doyle believed in fairies, ghosts, haunted houses, and messages from beyond the grave. He rushed backstage after one of Houdini's performances, and the pair talked well into the night. Sir Arthur believed that certain people, called mediums, had supernatural abilities. He was convinced that Houdini was one of them.
But did this belief in the supernatural influence his writings at all? Do we see any evidence of this in the Sherlock Holmes stories, or any of his other fiction works?