This work presents a conception of Hume's overall philosophical stance which is derived from a focus on his Dialogues Concerning Natural Religion and The Natural History of Religion. A broad context is provided by frequent references to A Treatise of Human Nature and to An Enquiry Concerning Human Understanding as well as to other relevant essays and letters written by Hume. Religious Naturalism is a complex tapestry woven of aesthetic, ethical, epistemological and metaphysical elements. The religious element in Hume's writings, which some commentators see as a transcendent position, is interpreted as an immanentist religiosity akin to that of Spinoza and Einstein. Hume's three 'strong natural beliefs' in 'self', objects and causality, come together as a metaphysical faith in the ultimate reality of a shared cosmos. Hume's aesthetic response is expressed as a sense of the sublimity of the cosmos even in the midst of skeptical doubt. In Hume's religious naturalism his epistemological skepticism casts doubt on and tempers his metaphysical faith. It is shown that Hume's overriding ethical concern was to further the happiness of humanity by replacing the 'pernicious superstition' of supernaturalism with an immanentist position which affirms the inexplicable presence of an eternal cosmos. This position is what is here termed Religious Naturalism.