Non-reductive Physicalism, a very attractive position in contemporary philosophy of mind, asserts that whereas mental states ontologically depend upon physical states, the mental is irreducible or non-identical to the physical. However, it has been argued that non-reductive physicalism is in tension with the thesis of Causal Closure of Physics, which is the view that every physical effect has a complete physical cause. Although the Closure thesis is widely accepted, philosophers say surprisingly little about what notion of physical entities should be adopted. In this talk, I distinguish between three versions of Closure that appeal to a narrow, a moderate, and a broad notion of the physical, respectively. I then argue that none of the three versions can raise a serious challenge to non-reductive physicalism.