Some people are deeply dissatisfied by the universe that modern science reveals to us. They long for the world described by traditional religion. They do not believe in God, but they wish He had existed. I argue that this is a mistake. The naturalist world we inhabit is admittedly rather bleak. It is very far from being the best of all possible worlds. But an alternative governed by God is also unwelcome, and the things that might make God’s existence attractive—cosmic justice or the afterlife—could also be had without God. The most desirable of all possible worlds are therefore godless.