If Nietzsche's position concerning science is by no means simple, nor easily classifiable in the categories of common sense, what can be said about his thoughts concerning the relationship between science and religion? At first sight, it seems as if Nietzsche adopted an attitude coherent with the perspective of a certain rationalism inspired by the philosophy of the Enlightenment. From this perspective, the scientific attitude is incompatible with the religious which for its part is progressively replaced and dethroned by the former. The critical spirit presiding over the development of the sciences renders religious belief more and more empty and unreal — an illusion from which humanity, having finally left its primitive fears and anxieties behind, will try to free itself. Although this interpretation can be supported by a variety of aphorisms in the Nietzschean corpus, I would like to show that it is fallacious, concealing an infinitely more subtle position which far from regarding science as substitute for religion, represents it instead as our new religion or the pursuit, in other words, of the nihilist will to believe.