A substantial body of evidence shows that people tend to rely too heavily on explanations when trying to justify an opinion. Some research suggests these errors may arise from an inability to distinguish between explanations and the evidence that bears upon them. We examine an alternative account, that many people do distinguish between explanations and evidence, but rely more heavily on unsubstantiated explanations when evidence is scarce or absent. We examine the philosophical and psychological distinctions between explanation and evidence, and show that participants use explanations as a substitute for missing evidence. Experiment 1 replicates the results of other researchers, but further shows that participants generate more evidence when they are not constrained by their lack of data. Merely mentioning a source of data can alter both their evaluation (Experiment 2) and their production (Experiment 3) of explanations and evidence. In Experiment 4, we show that participants can explicitly consider the availability of evidence and other pragmatic factors when evaluating arguments. Finally, we consider the implications of using explanations to replace missing evidence as a strategy in argument.