As a means for achieving an adequate understanding of Hume's genetic theory of religion I will establish a connection between the argument of the Natural History of Religion and related arguments and doctrines expounded earlier in Book I of the Treatise and the Enquiry Concerning Human Understanding. I hope to show that his works on knowledge provide not only the philosophical foundations for the genetic account of the Natural History,but even the substantial anticipation of that theory. In addition, Hume's general conception of our mental capacities and limitations may give some clue as to why he came to formulate precisely such a type of explanation about the origins of the idea of God or gods.