Recent research on animals has led scientists to believe that animals dream just like us.
While there's no way to ask an animal once it wakes up if it was dreaming, all the signs suggest they do.
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It's all down to rapid eye movement or REM sleep in state, the final stage in your sleep cycle, which is when dreaming occurs.
Like a lot of things in the brain it is still a mystery - but scientists think REM sleep has to do with storing memories and learning.
Patrick McNamara director of evolutionary neural behavior Laboratory at Boston University says it is reasonable to suppose that animals have something like what we call dreams.