The French physicist and polymath Pierre Duhem was strongly devoted to Catholicism but insisted that science and religion were wholly independent. In an article of 1905 he reflected at length on the relationship between physics and Christian faith, using as an example the cosmological significance of the laws of thermodynamics. He held that it was unjustified to draw cosmological consequences from thermodynamics or any other science, and even more unjustified to draw consequences of a religious nature. I place Duhem's thoughts on "the physics of a believer" in their proper contexts by relating them to the late-nineteenth-century discussion concerning the meaning and domain of the law of entropy increase. I also consider Duhem's position with respect to Catholic science and culture in the anticlerical Third Republic.