I am not 100% certain, but I think that the verb to imagine is voorstellen and is a separable verb (similar to phrasal verbs in English). So you conjugate the verb stellen (in this case hij stelt) and the preposition goes afterwards (voor). Then, zich makes it reflexive. Hopefully a native can confirm this :)
Ion, this is not my translation, this is a Duolingo translation, and this is the reason I am questioning. I agree with you that the correct translation of the Dutch sentence "Hij stelt zich voor dat hij geen kat is" would be "He imagines that he is NOT a cat". Thank you.