Where is the sky?

This paper discusses the origin of the concept of sky. It is shown to emerge from one's experience of the visual perception of nonluminous objects observed in/through the atmosphere during the daytime. The physical concept of visibility in the atmospheric environment underpins the perception of a flattened sky dome constructed by our mind. In addition, the Moon illusion receives a plausible explanation and both topics become appropriate for a conceptually oriented introduction course in physics and/or astronomy.