A devotee: Baba, do spirits really exist?
Baba: Yes. We have nothing to do with them.
R.A.T.: One night went out. He saw a specter under a tree, got frightened and then thinking of Baba, got courage and went back to his lodging at Shirdi. Next morning Baba himself when meeting him referred to the topic.
Baba: What did you see last night?
R.A.T: I saw a spirit.
Baba: That was I.
R.A.T: No, Baba. It was a spirit.
Baba again: That was I. Go and ask your Ayi.
R.A.T: Went and asked his mother, who said that all spirits were under Baba's control.
Baba: And Am I not inside all of them. Hello! Bhutas etc., will do nothing (no harm) to us. Have I not told you this last year.
(- from Baba's Charters and Sayings, No. 272-273)