Religious leaders refrain from sex and food across human societies. Researchers argue that this self-denial promotes perceptions of credibility, invoking such associations in explanations of shamanism and prosocial religion, but few, if any, quantitative data exist testing these claims. Here we show that shamans in a small-scale society observe costly prohibitions and that observers infer three dimensions of credibility – cooperativeness, religious belief, and supernatural power – from shamans’ self-denial. We investigated costly prohibitions on shamanic healers, known as sikerei, among the rainforest horticulturalist Mentawai people of Siberut Island. We found that shamans must observe permanent taboos on various animals, as well as prohibitions on sex and food during initiation and ceremonial healing. Using vignettes, we evaluated Mentawai participants’ inferences about self-denial, testing three mechanisms of religious credibility: cooperative costly signaling, credibility-enhancing displays, and supernatural otherness. We found support for all three mechanisms: Mentawai participants infer self-denying shamans to be (1) cooperative, (2) sincere believers in the religious rules, and (3) dissimilar from normal humans and with greater supernatural powers. These data provide novel, quantitative evidence that self-denial develops to promote perceptions of practitioners’ religious credibility.