Auditory verbal hallucinations (AVH), defined as experiences of hearing voices in the absence of an appropriate external stimulus, raise important clinical but also philosophical questions about the nature of hallucinations, mental agency, and delusional beliefs. A central and under-researched aspect of this experience is control (or lack thereof), i.e the extent to which, the specific manner in which, and aspects over which voice-hearers can exert control when experiencing AVH episodes. Philosophers take the lack of control to either indicate that AVHs are non-veridical perceptual experiences as opposed to other inner experiences, or to explain the feeling of alienness that voice-hearers report. I argue that the currently used and poorly understood notion of control cannot answer any such questions. In response, I suggest that, to properly understand control, we need to distinguish actual control from sense of control, and the actual agent (i.e the voice-hearer) from the imaginary one (i.e the voices heard). Specifically, I argue that the actual agent exerts different types of actual control. A sense of control correlates with the control that the actual agent attributes to the imaginary agent. This will help us better understand the notion of mental agency more generally.