The “Criminal Minds” episodes directed by Matthew Gray Gubler have a special place in the hearts of fans for their psychological horror elements. In fact, Gubler’s favorite “Criminal Minds” moment comes from Season 8, Episode 10, titled "The Lesson," which he directed himself.

The episode opens with the discovery of two victims in coffin-like containers, and soon we see a man making human marionettes. In Gubler's favorite scene from the show, these human puppets are made to dance to a lullaby cover of a song by the Pixies.

It is not surprising that this terrifying “Criminal Minds” scene would become Gubler’s personal favorite, and he is rightfully proud of his direction in it. He adds that he is sure the show had not done anything like that before, and he believes no one else has either.