Jonathan Berg argues for the Theory of Direct Belief, which treats having a belief about an individual as an unmediated relation between the believer and the individual the belief is about. After a critical review of alternative positions, Berg uses Grice's theory of conversational implicature to provide a detailed pragmatic account of substitution failure in belief ascriptions and goes on to defend this view against objections, including those based on an unwarranted "e;Inner Speech"e; Picture of Thought. The work serves as a case study in pragmatic explanation, dealing also with methodological issues about context-sensitivity in language and the relation between semantics and pragmatics.