In this paper we review a series of recent investigations into cognitive abnormalities associated with persecutory delusions. Studies indicate that persecutory delusions are associated with abnormal attention to threat-related stimuli, an explanatory bias towards attributing negative outcomes to external causes and biases in information processing relating to the self-concept. We propose an integrative model to account for these findings in which it is hypothesized that, in deluded patients, activation of self/ideal discrepancies by threat-related information triggers defensive explanatory biases, which have the function of reducing the self/ideal discrepancies but result in persecutory ideation. We conclude by discussing the implications of this model for the cognitive-behavioural treatment of paranoid delusions.