The current vogue for Michelangelo as ‘spiritual’ or ‘heretic’ has lead scholars to ignore the cave of Purgatory in his Last Judgement, located above the altar of the Sistine Chapel precisely in order to highlight the Roman doctrine. This paper recalls the ancient belief of devils active in Purgatory, and the expiatory function that the liturgy held in the Pope’s chapel. In addition, implied references to Purgatory in the correspondence of the artist confirm this aspect of Michelangelo’s religion.