Contemporary terrorist violence associated with jihadi movements in Western Europe and North America has been largely explored within existing theories, either of cultural crisis and confrontation (clash of civilization), or as a manifestation of a new kind of cosmic, religious violence. Meanwhile some analysts, and the actors of this violence, frame it as a response to oppression and imbalance of power. This article explores martyrdom as a key dimension of contemporary jihadi violence, and proposes that rather than religious or political, such violence is better understood as an expression of the sublime, evident in the importance of structures of the hidden and the revealed and in its culture of excess and the extreme. This mode of experience helps understand key characteristics of jihadi actors in the West: the culture of conspiracy, practices of repetition, the personalisation of responsibility and the lack of capacity to engage with politics or the state.