Many languages grammatically mark evidentiality, i.e., the source of information. In assertions, evidentials indicate the source of information of the speaker while in questions they indicate the expected source of information of the addressee. This dissertation examines the semantics and pragmatics of evidentiality and illocutionary mood, set within formal theories of meaning and discourse. The empirical focus is the evidential system of Cheyenne (Algonquian: Montana), which is analyzed based on several years of fieldwork by the author.