Belief in God is often seen as irrational because it requires a leap of faith. We ask a more basic question: is there any belief that is rational? We first document the evidence from psychology on confirmation bias, which shows that people actively look for information that justify their existing viewpoints and discard information that contradict their view. We then discuss the confirmation bias that could potentially arise in religious beliefs. However not all biases are bad; in fact many biases actually motivate us to invest more in relationships and altruism.