The aim of this article is to illustrate the importance of the concept “mystery” in the classification of Sepedi detective stories. Mystery is therefore first defined, and then some rules governing how mystery is created and sustained in a narrative are reviewed. Examples are given of how the writers of Sepedi detective stories mislead their readers in order to create mystery. Mystery is then examined according to five of its constituent elements, namely the real character of the detective, the name of the criminal, the identity of the victim, the evidence that reveals the mystery in the end, and the investigation that reveals the mystery. Each category is explored by citing relevant examples from Sepedi detective stories.