Clinical psychologist and public intellectual Dr Jordan Peterson sits down with Sky News Australia host Piers Morgan to discuss the existence of God, praying and faith.

Dr Peterson told Mr Morgan he's "terrified" that there might be a God.

"It's an Old Testament saying – I believe that the fear of God is the beginning of wisdom – and that's actually about as true a statement as you can manage in such a short phrase," he said.

"People have congratulated me – I was at the Buckley Institute last night – they were congratulating me on my courage.

"And I said this last night, 'it's like you guys don't understand, it has nothing to do with courage, I'm just afraid of different things than the people who lie'."