Religious belief is an "ordinary" belief in an "extraordinary" world or beings. What are the ordinary means that lead us to believe in the existence of the extraordinary? Why do we believe in what we do not understand? Why do we have irrational beliefs? Irrational beliefs are not (necessarily) false beliefs, but counterintuitive: they are beliefs that contradict the idea of reality that we use in our daily life. From the contributions of the great voices of anthropology (Frazer, Malinowski, Lévi-Strauss), sociology (Durkheim, Weber), linguistics (Saussure) and psychoanalysis (Freud, Jung), this work offers an anthropology of the beliefs that the irrational does not pose as pathological nor the corresponding analysis as a therapy: the author does not want to cure anyone of their irrational beliefs; simply, he wants to explain them.