The present article examines how people's belief in an afterlife, as well as closely related supernatural beliefs, may open an empirical backdoor to our understanding of the evolution of human social cognition. Recent findings and logic from the cognitive sciences contribute to a novel theory of existential psychology, one that is grounded in the tenets of Darwinian natural selection. Many of the predominant questions of existential psychology strike at the heart of cognitive science. They involve: causal attribution (why is mortal behavior represented as being causally related to one's afterlife? how are dead agents envisaged as communicating messages to the living?), moral judgment (why are certain social behaviors, i.e., transgressions, believed to have ultimate repercussions after death or to reap the punishment of disgruntled ancestors?), theory of mind (how can we know what it is "like" to be dead? what social-cognitive strategies do people use to reason about the minds of the dead?), concept acquisition (how does a common-sense dualism interact with a formalized socio-religious indoctrination in childhood? how are supernatural properties of the dead conceptualized by young minds?), and teleological reasoning (why do people so often see their lives as being designed for a purpose that must be accomplished before they perish? how do various life events affect people's interpretation of this purpose?), among others. The central thesis of the present article is that an organized cognitive "system" dedicated to forming illusory representations of (1) psychological immortality, (2) the intelligent design of the self, and (3) the symbolic meaning of natural events evolved in response to the unique selective pressures of the human social environment.