A case is made for giving up the quest to identify Wallace Stevens' "supreme fiction." The poet hoped to usher in the creation of an idea that would serve as a fictive replacement for the idea of God, known to be fictive but willfully believed. His hope has remained unfulfilled. By the poet's own explicit standards, the supreme fiction does not appear in any of his poems, nor in his poetry as a whole, nor in poetry in general. The very idea of a supreme fiction may depend, at least in part, upon a problematic conception of belief drawn from a popular misreading of William James' "The Will to Believe."