My son was six when he said to me 'It's your parents'. I tried to convince him it wasn't but it was clear he knew so I asked him not to tell the other children at school. My daughter was nine at the time and she was just about going along with it 'just in case' he was real.
The funniest thing I heard was when I was talking about this with a woman at work and she said her daughter had started high school and she came home furious at the first Christmas there as she still believed and all her friends were laughing their heads off. Her brother was a few years younger but hadn't told her.