Recent agentic Multi-Modal Large Language Models (MLLMs) such as GPT-o3 have achieved near-ceiling scores on various existing benchmarks, motivating a demand for more challenging test tasks. These MLLMs have been reported to excel in a few expert-level tasks for humans, e.g., GeoGuesser, reflecting their potential as a detective who can notice minuscule cues in an image and weave them into coherent, situational explanations, leading to a reliable answer. But can they match the performance of excellent human detectives? To answer this question, we investigate some hard scenarios where GPT-o3 can still handle, and find a common scenario where o3's performance drops to nearly zero, which we name CaughtCheating. It is inspired by the social media requests that ask others to detect suspicious clues from photos shared by the poster's partner. We conduct extensive experiments and analysis to understand why existing MLLMs lack sufficient capability to solve this kind of task. CaughtCheating provides a class of challenging visual perception and reasoning tasks with great value and practical usage. Success in these tasks paves the way for MLLMs to acquire human-level detective perception and reasoning capabilities.