How and why does the moon cause the tides? How and why does God answer prayers? For many, the answer to the former question is unknown; the answer to the latter question is a mystery. Across three studies testing a largely Christian sample within the United States (N = 2,524), we investigate attitudes towards ignorance and inquiry as a window onto scientific versus religious belief. In Experiment 1, we find that science and religion are associated with different forms of ignorance: scientific ignorance is typically expressed as a personal unknown (“it’s unknown to me”), whereas religious ignorance is expressed as a universal mystery (“it’s a mystery”), with scientific unknowns additionally regarded as more viable and valuable targets for inquiry. In Experiment 2, we show that these forms of ignorance are differentially associated with epistemic goals and norms: expressing ignorance in the form of “unknown” (versus “mystery”) more strongly signals epistemic values and achievements. Experiments 2 and 3 additionally show that ignorance is perceived to be a greater threat to science and scientific belief than to religion and religious belief. Together, these studies shed light on the psychological roles of scientific and religious belief in human cognition.