Many of the arguments for and against robust moral realism parallel arguments for and against theism. In this article, I consider one of the shared challenges: the explanatory challenge. The article begins with a presentation of Harman's formulation of the explanatory challenge as applied to moral realism and theism. I then examine two responses offered by robust moral realists to the explanatory challenge, one by Russ Shafer‐Landau and another by David Enoch. Shafer‐Landau argues that the moral realist can plausibly respond to the challenge in a way unavailable to theists. I argue that Shafer‐Landau's response is implausible as it stands and that once revised, it will apply to theism just as well. I then argue that Enoch's response, to the extent that it is plausible, can be used to defend theism as well.