Recent work in developmental psychology indicates that children naturally think that psychological states continue after death. One important candidate explanation for why this belief is natural appeals to the idea that we believe in immortality because we can’t imagine our own nonexistence. This paper explores this old idea. To begin, I present a qualified statement of the thesis that we can’t imagine our own nonexistence. I argue that the most prominent explanation for this obstacle, Freud’s, is problematic. I go on to describe some central features of contemporary cognitive accounts of the imagination, and I argue that these accounts provide an independently motivated explanation for the imaginative obstacle. While the imaginative obstacle does not dictate a belief in immortality, it does, I maintain, facilitate such a belief.