Background: Students' identities and sense of belonging in a program affect whether they stay in engineering. Research suggests that students' ways of knowing and beliefs about what counts as knowing and learning -- their personal epistemologies -- can be aspects of their identities, or sense of self as knowers and learners. Purpose/Hypothesis: Combining personal epistemology and identity theories suggests epistemological aspects of students' identities can influence whether they feel they belong in their engineering program. We have two research questions: Can a high-achieving engineering student be in danger of leaving a program because of a mismatch between epistemological aspects of his identity and his perceptions of the intellectual climate of their program? How does such a mismatch affect the student's day-to-day academic experiences? Design/Method: For three years, we followed Michael, an electrical engineering student, through interviews and in-class observations. From more than 12 hours of semistructured clinical interviews, more than 10 hours of videotaped discussion sections, and two in-class observations in lectures, we produced a case study to characterize epistemological aspects of Michael's identity and how they influenced his perception of his program. Results: Michael expressed and enacted a sense-making epistemology that is a fundamental aspect of his identity as a learner. Due to this sense-making aspect of Michael's identity, he often felt alienated from the intellectual climate of his program, and he considered leaving engineering. Conclusion: Researchers focused on student retention should attend to epistemological aspects of student identities. Instructors and administrators focused on retention should attend to the epistemological messages students hear from their programs.