This paper arose from a presentation to an I.H.A.R. conference on the study of religions in Africa. The paper looks at lessons that might be learned from social anthropologists for the study of African religions. I start by looking at problems in collecting data: there are the limitations of the observer's point of view, the pervasiveness of relations of power between observer and observed, and limitations even of the views of members of the society we might wish to study. Post-modernist anthropologists emphasise the need for sensitivity to the perspectives of their subjects, which requires long immersion in the culture concerned together with an awareness of the limitations of the anthropologist's own perspective. This in turn requires a style of presentation which gives space to informants' perspectives, and which clearly displays the anthropologist's role in the collection and interpretation of data. The paper points out that although this style of presentation has advantages for the interpretation of other religions, it does not pay attention to causal connections between religion and other social phenomena, which can have important consequences for the people concerned. Finally, the paper delves into problems of relativism in the study of religions, and questions both the possibility and the desirability of value-free academic discourse. The problem of avoiding ethnocentricism in the study of religions cannot be avoided simply by abstaining from judgement.