Anthropological studies of doubt have typically highlighted its productivity, pointing to the space that doubt opens to question established frameworks. This article builds on these observations by exploring an instance of doubt that I argue is unproductive. For Pentecostals on the Zambian Copperbelt, the fact that they do not receive the extravagant riches promised by the prosperity gospel—a Christian movement that is central to their faith—is not usually a problem. Most Pentecostal believers are able to reinterpret small gains in terms of a locally redefined prosperity, and therefore manage the doubts that their lack of wealth produces. For the poorest and most socially marginal believers, however, this kind of productive engagement with doubt is not possible. The productivity of doubt is therefore more an expression of structural factors than of the nature of doubt itself. This suggests that doubt—or at least the ability to mobilize doubt effectively—is a key index of power. This article provides an ethnographic exploration of the failure of the prosperity gospel while also expanding anthropological understanding of what makes doubt productive.