Holly Madison shares her paranormal experiences in the Playboy Mansion

Holly Madison can confirm that Hugh Hefner's Playboy Mansion is indeed haunted as she herself had experienced some ghost sightings inside.

The "Holly's World" star shared her paranormal experiences at the 29-bedroom Gothic-Tudor mansion in an interview with Nylon magazine. She agreed that the "mansion is a home that's very intriguing for so many reasons" and knows that "people talk about it being haunted."

"There are all these weird urban legends like trafficking tunnels. It takes on a life of its own," she said.

The 41-year-old reality TV star then detailed her experience when she saw the ghost of a woman while filming "The Girls Next Door." She was in the basement gym when she saw the apparition come out of the bathroom, walk in front of her, and then disappear. The woman was "contemporary looking" and dressed in "hot pink shorts bra and black workout pants."

Madison thought the woman was a Playmate doing photo tests so she followed her to another door where she could have gone out. But the door only led to a shallow closet. She said she never saw the woman again in her life.

Madison also recalled another incident when the TV turned on by itself and its volume went on full blast while she and Bridget Marquardt were scrapbooking. She had asked for a paranormal sign then.

"Even though I'd seen that weird thing with the disappearing woman in the gym, sometimes when those things happen, you try to rationalise them away," she explained as she shared that it "took a bunch of different experiences" for her before she accepted that paranormal things were going on at the Playboy Mansion.

She lived at the Playboy Mansion as Hefner's wife from 2001 to 2008. She and Marquardt have since become ghost hunters in their own right since they left the mansion, and are set to appear on the Aug. 5 episode of "Ghost Adventures."

Madison said her paranormal experiences heightened when she was pregnant with her now eight-year-old daughter. Now she rarely gets scared by these encounters and considers them "entertainment" even when she hears disembodied voices, doors opening on their own, and all other kinds of voices from her nearly 100-year-old L.A. home.