Prayer is commonplace at times of illness. But what do people pray for? After reviewing recent work in the cognitive science of religion, the authors argue that pray-ers preferentially ask for psychological as opposed to physical outcomes because these are easier to accommodate God's intervention in the healing process. The authors exemplify this argument with recent studies of illness-related prayer. The findings from this study accord with other studies which demonstrate that those who follow spiritual pathways engage in efforts to conserve their understanding of and their relationship with the sacred. Thus, the authors argue that prayers to God are designed to enhance human health and well-being in ways that conserve the sacred. Unanswered prayers in a health-related context then may elicit spiritual struggles and significant distress to patients. The authors conclude by discussing the implications of unanswered prayer and theodicy for psychotherapy, emphasizing the seminal work of Anna-Maria Rizzuto.