This is a forthcoming section for the book "Theism and Atheism: Opposing Arguments in Philosophy", edited by Graham Oppy, Gregory Dawes, Evan Fales, Joseph Koterski, Mashhad Al-Allaf, Robert Fastiggi, and David Shatz. I was asked to write a brief essay on whether naturalism or theism can successfully explain the distribution of suffering in our world. Wheras another section covers the possibility that suffering is evidence against theism, my essay is concerned only with the ability for either naturalism or theism to explain suffering. I argue that, for naturalists, suffering is not to be explained by either philosophers of religion or theologians. Instead, naturalists believe that suffering should be explained by the cognitive and social sciences, perhaps in conjunction with political philosophy and philosophy of mind. Moreover, naturalists may take suffering to be an important reason for action. In a world without a transcendent, supernatural being to watch over us, we can only depend upon each other to ameliorate existing conditions, to the extent that they can be ameliorated. On the other hand, theistic explanations of the distibution of suffering slip very easily into problematic theologies when they try to offer explicit explanations for suffering. For example, the world's most vulnerable people are often those who suffer the most, whereas oppressors are often able to prosper. That is, theistic explanations of our world's suffering easily slip into, e.g., the just world fallacy, racist ideology (i.e., that God favors some race(s) of people over others), or patriarchal ideology. Instead of offering an explicit explanation, theists should instead be skeptical theists -- i.e., they should argue that an explanation for our world's suffering is beyond our ken. While skeptical theism avoids the aforementioned problematic implications, if skeptical theism is true, then our world's suffering cannot be fully explained.