The Headless Lady (1940) is a whodunnit mystery novel written by American writer Clayton Rawson.

Beautiful young Pauline Hannum, daughter of the late Major Hannum and a performer with his circus, enters The Magic Shop run by The Great Merlini and is suspiciously willing to pay much more than the going price for the immediate delivery of a "Headless Lady" illusion.

They soon learn that Major Hannum's death was probably a murder, and that the killer seems to have unfinished, and deadly, business that involves a real headless lady whose head has disappeared.

Merlini, Harte and a new associate, detective writer Stuart Towne, soon learn a number of interesting background facts about goings-on at the circus—including why it's bad luck for the circus orchestra to play Suppé's Light Cavalry March, what the mummified body of John Wilkes Booth is composed of, and how to create fingerprints that have no loops or whorls.

Merlini must use his magic skills to escape from an "escape-proof" jail, assemble the suspects, and identify the murderer in a surprising final scene.