People who report believing in God fear death. They also experience grief when someone they love dies. Philosophers and social scientists sometimes claim that this can only be plausibly explained by the hypothesis that people who claim to believe in God do not really believe in God. I show that this is mistaken. I identify three independently plausible explanations of why people who genuinely believe in God would have these behaviors and attitudes. First, there is an evolutionary explanation of why the fear of death would be resilient even if one genuinely believes God has good things in store for us after death. Second, people often fear low probability outcomes. It may be that religious people are afraid of hell or the cessation of existence even if they judge those outcomes to have a low probability. Third, belief in God is typically combined with views according to which death is accompanied by the permanent loss and radical transformation of important relationships.