Cognitive theories of religion have postulated several cognitive biases that predispose human minds towards religious belief. However, to date, these hypotheses have not been tested simultaneously and in relation to each other, using an individual difference approach. We used a path model to assess the extent to which several interacting cognitive tendencies, namely mentalizing, mind body dualism, teleological thinking, and anthropomorphism, as well as cultural exposure to religion, predict belief in God, paranormal beliefs and belief in life's purpose. Our model, based on two independent samples (N=492 and N=920) found that the previously known relationship between mentalizing and belief is mediated by individual differences in dualism, and to a lesser extent by teleological thinking. Anthropomorphism was unrelated to religious belief, but was related to paranormal belief. Cultural exposure to religion (mostly Christianity) was negatively related to anthropomorphism, and was unrelated to any of the other cognitive tendencies. These patterns were robust for both men and women, and across at least two ethnic identifications. The data were most consistent with a path model suggesting that mentalizing comes first, which leads to dualism and teleology, which in turn lead to religious, paranormal, and life's-purpose beliefs. Alternative theoretical models were tested but did not find empirical support.