Pascal's religious conversion led him to asceticism, and the Pensées was his life's work in many ways. The concept of "Pascal's wager" is derived from a piece of this work, which constituted Pascal's defence of the Christian religion.

The Pensées is the name given posthumously to parts of an apology for Christianity that Pascal was working on but never finished. The Apology for the Christian Religion is a common title for Pascal's envisioned work, though he never used it. Although the Pensées appear to be a collection of thoughts and scribbles, some of which are incomplete, it is thought that Pascal had already planned out the arrangement of the book and had began the job of clipping and pasting his draught notes into a logical shape prior to his death in 1662. As a result of his incomplete assignment, successive editors have argued over the order in which his texts should be read, if at all.