Burnet tells us that, when 18-year-old Rochester was aboard the Revenge off the coast of Norway, he and two other ‘King's Letter men’, Edward Montague and John Windham, discussed their likely fate:

The pact was absurd, but the contradiction that made it so is fundamental to Rochester's thinking; his faith was as instinctive as his scepticism was rational. He could no more give up the one than he could escape from the other. (Soon afterwards, as Montague stood supporting Windham whose knees had given way with terror, a single shot passed through Windham, killing him outright, and tore away Montague's belly, so that he died within the hour.)

Anne Rochester had bred her son on the Protestant Bible; biblical ideas and tenets had formed the very fabric of his personality. His poems and letters are full of echoes of the biblical readings and prayers of his youth, often turned upside down or used ironically. Like the devil, Rochester could cite scripture to his purpose, and, like the devil, he was a believer. Rochester's belief was not of the complacent kind that sees its justification in everyday phenomena. All about him but above all at court he saw God being mocked, and by none more impudently than the clerics who accumulated wealth and power through the church of which the dissolute and faithless King was the head. In retreat from conventional hypocrisies Rochester found himself driven into a byroad of English thought, that finds more merit in faith because it is irrational. Those who believe that doubt is a necessary concomitant of the use of rational intelligence and that the only salvation from the torment of doubt is to accept the role of God's fool have been called Christian Pyrrhonists, after the sceptic Greek philosopher Pyrrho. The Christian Pyrrhonist acknowledges his scepticism within the framework of faith and his struggle towards God as a dangerous journey within his own mind.