Most scientific models are not physical objects, and this raises important questions. What sort of entity are models, what is truth in a model, and how do we learn about models? In this paper I argue that models share important aspects in common with literary fiction, and that therefore theories of fiction can be brought to bear on these questions. In particular, I argue that the pretence theory as developed by Walton (1990, Mimesis as make-believe: on the foundations of the representational arts. Harvard University Press, Cambridge/MA) has the resources to answer these questions. I introduce this account, outline the answers that it offers, and develop a general picture of scientific modelling based on it.