Counterfactual statements, describing events that did not occur and their consequents, have been studied in areas including problem-solving, affect management, and behavior regulation. People with more counterfactual thinking tend to perceive life events as more personally meaningful. Nevertheless, counterfactuals have not been studied in computational linguistics. We create a counterfactual tweet dataset and explore approaches for detecting counterfactuals using rule-based and supervised statistical approaches. A combined rule-based and statistical approach yielded the best results (F1 = 0.77) outperforming either approach used alone.