Prior studies have suggested that members of different religions have better mental and physical health than those who identify as “religious-none”. However, the potential differences between groups based on whether they simply believe in a higher power or not (or are not sure) has not gotten much attention. The present study examines the differences in self-reported mental and physical health between those who identify as atheist, agnostic and theist. 3,695 participants completed a short questionnaire online, assessing their mental and physical health. An analysis of variance (ANOVA) test showed that overall (on the mental and physical health constructs combined) there was a significant difference between groups (F [2, 3692] = 3.985 p < .05). A post hoc Tukey test (p < .05) showed that theists scored significantly higher than agnostics overall. Contrary to expectations, atheists scored between the two: being neither significantly higher than agnostics nor significantly lower than theists. These results may give a new perspective on the relationships between belief and health. Specifically, the current results show that certainty of belief (or nonbelief) on either side of the spectrum might be associated with higher levels of physical and mental health.