That's more complicated. Often our beliefs aren't even coherent. (The canonical example is the "I have a Dragon in my garage", where any experiment you can come up with will fail to show the presence of my Dragon, and I know it, even though I still "believe" there is a Dragon.)
So it is possible to lie to yourself. Rationalization, wishful thinking, motivated cognition… As we are on average terrible liars, it's often easier to first convince ourselves of the lie, then repeat it with a straight face.
