The recent philosophy of Quantum Bayesianism, or QBism, represents an attempt to solve the traditional puzzles in the foundations of quantum theory by denying the objective reality of the quantum state. Einstein had hoped to remove the spectre of nonlocality in the theory by also assigning an epistemic status to the quantum state, but his version of this doctrine was recently proved to be inconsistent with the predictions of quantum mechanics. In this essay, I present plausibility arguments, old and new, (...) for the reality of the quantum state, and expose what I think are weaknesses in QBism as a philosophy of science. (shrink)