He was a spiritualist
It is well known that Doyle believed in spiritualism, seances, and fairies throughout the latter several decades of his life. Even though it's not technically one of his Professor Challenger books, he authored a book in 1926 called The Land of Mist on the spiritualist movement (though the Professor takes a backseat in this story). However, Doyle's fascination with spiritualism merits consideration in this context because of his improbable association with Harry Houdini.
Doyle was persuaded that Houdini had the spiritual gift of "dematerialization" as a result of his extraordinary talent for deception, which included the ability to make an elephant appear to vanish into thin air and escape from locked boxes and rooms. Houdini and Doyle were friends, but in private, Houdini called Doyle's views "applesauce" and "hogwash," and he began to expose dishonest mediums, spiritualists, and others who said to have heavenly powers (but were actually using similar trickery to Houdini). The friendship ended after the two men got into a pretty public argument.
The renowned detective Sherlock Holmes' creator lived a full life deserving of the pages of his novels. He investigated murders, took perilous trips to the Arctic and the Alps, and, despite the fact that his most renowned character is the picture of sane reasoning, he passionately believed in fairies and spirits.