This project contributes to scholarship on Deleuze in two significant ways. Deleuze is most known for his critiques of all forms of transcendence, and ipso facto religion, which correlates to his constructive concept of "pure immanence." Yet, in his appeal for belief in the world, Deleuze admits that in certain instances transcendence can "re-charge" immanence. His appeal to belief is thus the only place in his large corpus where Deleuze says anything non-negative about transcendence and as such has scandalized many orthodox Deleuzians. Where there has been positive attention to Deleuze's call for "belief in the world," the philosophical robustness of that call remains largely unexplored and unqualified. In most readings, "world" remains simply the opposite of the "otherworldly" and becomes an occasion to once again pit immanence (world) against transcendence (otherworldly). This, however, occludes the uniqueness of the call for belief in the world as it relates to the rest of Deleuze's thought. I argue that Deleuze is playing off of the epistemological distinction between belief/faith and knowledge as found in thinkers such as Nietzsche, Kierkegaard, and Pascal, and that Deleuze's call for belief is an appeal to an immanent conversion of faith that stems from a decision one makes about life. Through a close reading of his entire corpus, I argue that the epistemological distinction between knowledge and belief was central to his thought from the beginning and extends to the end of his life.