The Hotel Hershey is considered haunted by guests and paranormal enthusiasts, with reports of paranormal activity including apparitions of the founder, Milton S. Hershey, and other figures, as well as unexplained sounds, moving objects, and sensations of a presence. The hauntings are often reported on the fourth floor and in the wine cellar. The apparition of Milton S. Hershey has been seen. A young girl and a man in a top hat are reported to roam the halls on the fourth floor. Doors open and close on their own. Footsteps are heard in the wine cellar and other parts of the hotel. Faint giggles and voices are heard. Shadows are seen across the tops of rooms. A feeling of a presence hovering over a bed has been reported. Cold spots have been experienced. Electrical disturbances have occurred. The wine cellar is a known location for unexplained sounds and footsteps. The fourth floor is frequently associated with paranormal activity, including cold spots and apparitions. At least one guest reported a scary experience in Room 924, including a cold room, dark shadows, and the entity calling out to them.