The problem of unconceived alternatives poses a challenge to believing even our most successful scientific theories. Such theories are typically accepted because they explain the available evidence better than any known rival, but such ‘inference to the best explanation’ cannot reliably guide us to the truth unless the truth is among the set of possibilities we have considered. The problem of unconceived alternatives suggests that we have compelling historical grounds to doubt that this crucial condition is satisfied when we theorize about otherwise inaccessible natural domains. Because the historical evidence suggests there are probably many serious alternatives to our own foundational theories that remain presently unconceived despite being well-confirmed by the evidence we have, we should doubt that some of even our most successful scientific theories are in fact true or even close to the truth. After presenting this problem in its original scientific context, I go on to argue that it poses at least as compelling a challenge to our confidence in any particular conception of God and/or divinity. I draw some fairly radical further theological consequences, and I suggest that the problem may ultimately force us to embrace a far more epistemically humble appraisal of our knowledge of God and divinity itself.