Throughout the 1980s Margaret Thatcher dominated British and global politics. At the same time she maintained an active Christian faith, which she understood as shaping and informing her political choices and policies. In this article I argue that we can construct from Thatcher's key speeches, her memoirs, and her book on public policy a cultural “theo-political” identity which guided her political decisions. Thatcher's identity was as an Anglo-Saxon Nonconformist. This consisted of her belief in values such as thrift and hard work, care for the family and local neighbor, and charitable generosity; her belief in the renewal of the national British Christian spirit; and her notion of morality as the opportunity for free choice. Without a recognition of the centrality of her theo-political identity, it is difficult to understand the values and beliefs which were central to her political life. The methodological issues raised by the construction of this theo-political identity are examined in this article. The aim of the proposed methodology is to develop theological insights into a political phenomenon like Thatcher rather than make policy judgments or recommendations.