Delusions are defined as irrational beliefs that compromise good functioning. However, in the empirical literature, delusions have been found to have some psychological benefits. One proposal is that some delusions defuse negative emotions and protect one from low self-esteem by allowing motivational influences on belief formation. In this paper I focus on delusions that have been construed as playing a defensive function (motivated delusions) and argue that some of their psychological benefits can convert into epistemic ones. Notwithstanding their epistemic costs, (...) motivated delusions also have potential epistemic benefits for agents who have faced adversities, undergone physical or psychological trauma, or are subject to negative emotions and low self-esteem. To account for the epistemic status of motivated delusions, costly and beneficial at the same time, I introduce the notion of epistemic innocence. A delusion is epistemically innocent when adopting it delivers a significant epistemic benefit, and the benefit could not be attained if the delusion were not adopted. The analysis leads to a novel account of the status of delusions by inviting a reflection on the relationship between psychological and epistemic benefits. (shrink)