Following a reflection triggered by a fieldwork episode, this paper discusses issues of faith, belief, and personal conviction within anthropological fieldwork and specifically within research carried out in contexts of belief and religious practice. Incorporating fieldwork and biographical accounts taken from research within the (Gypsy) Filadelfia Evangelical Church, I discuss the involvement of personal beliefs and attitudes in anthropological theory and practice, its consequences on the production and circulation of anthropological and interpersonal knowledge, and its importance for the construction of personal relationships within fieldwork contexts. I outline the dynamic and somewhat paradoxical character of this process by comparing two different but sequential field contexts – Lisbon and Madrid.