In Pistis Sophia books 1–3, Jesus tells his disciples that exclusive access to the highest heaven is given through the reception of certain mysteries, which must be received urgently, before the gates of heaven shut forever. In this lengthy and verbose Christian Egyptian text, over 75 types of mystery are named, but it is never explained what any of them involve. To understand the type of activity referred to here, we must turn to the Books of Jeu and the fourth book of Pist. Soph., which offer detailed instructions on mystery rituals. This article explores the tricky question of authorial intention regarding the use of Jesus inviting the reader to partake in mysteries, and deploys the model of the religious entrepreneur marketing the 'goods of salvation' in the competitive religious context of the Roman Empire. It will be argued that the author of Pist. Soph. aimed to create a small group religion centred around this text and attempted to sell his religion by offering the best access to the highest heaven, earlier than all others and at the expense of all others.