Epistemic consequentialism is the view that epistemic goodness is more fundamental than epistemic rightness. In this article, I examine the relationship between epistemic consequentialism and theistic belief. I argue that in an epistemic consequentialist framework, there is an epistemic reason to believe in God. Imagine having an unlimited amount of time to ask an omniscient being anything you wanted. The potential epistemic benefits would be enormous. Considerations like these point to an epistemic version of Pascal's wager. I compare and contrast the epistemic wager with the traditional wager, and argue that the epistemic wager has several notable advantages.