God in the Western, or Christian, tradition is a person, albeit a magnificently powerful one, who is actively involved in human activities. The Christian God is gendered, gets angry, regrets, etc. This anthropomorphic description of God turns God into an object that can be known. I will show in this chapter that this assumed knowledge of the reality of God based on reason, senses and revelation is alien to Setswana religious thought. I will discuss the practice of African Indigenous Religion (henceforth AIR) with emphasis on Tswana religious tradition, and show that AIR is an integral part of African culture. I will demonstrate that the concept of God in AIR, with emphasis on Setswana religion, does not reference a person but an incomprehensible mystery. Modimo (God) is distant and remote. I will argue that human persons cannot fully conceptualise the nature of an incomprehensible, mysterious God using the scientific method of knowledge acquisition because human persons have no direct sense perception of the reality of God.