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 "Inner Speech" 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.