Surely you have felt observed in your life, you did not see who, but you felt that somebody did it.
You are not paranoid, science has an explanation:
A study of Unieversity in Sydney, Australia, led by Professor Collin Cliford, revealed that we feel when someone observes us even without us seeing the person who does it. This feeling is part of a system of self-preservation that seeks to alert us to possible threats.
Now, Professor Alan J. Pegna, from the laboratory of Neurology and Experimental Neuropsychology at the University of Geneva discovered that the explanation is in our brain.
Pegna's team worked with a blind person. For the experiment he was placed in front of photographs of people who looked directly at him and some others who looked the other way.
As the subject stood in front of the photographs, the scientists performed a brain scan called Psychophysiological Interaction (PPI) in the amygdala area. (Yes, the amygdala is a part of the brain and not just those in the throat, my misguided little goats.)
The results they obtained were impressive, they observed that despite being blind, the subject showed a cerebral response to the photographs they saw at the front, while the response was minor or null in the others.
The right image shows the response of the brain amygdala to direct glances (red) and non-direct glances (blue).
The neurologist explained that the brain detects looks as a threat, and then the amygdala activates as a defense mechanism, even if it can not see it.
You know, if you feel watched, it's probably because someone is watching you and your brain is warning you.