"The Most Incredible Thing" is the final literary fairy tale by Danish poet and author Hans Christian Andersen (1805–1875). The story is about a contest to find the most incredible thing and the wondrous consequences when the winner is chosen. The tale was first published in an English translation by Horace Scudder, an American correspondent of Andersen's, in the United States in September 1870 before being published in the original Danish in Denmark in October 1870. "The Most Incredible Thing" was the first of Andersen's tales to be published in Denmark during World War II. Andersen considered the tale one of his best.

Hans Christian Andersen was a Danish author. Although a prolific writer of plays, travelogues, novels, and poems, he is best remembered for his literary fairy tales.