The Bayesian approach to quantum mechanics of Caves, Fuchs and Schack is presented. Its conjunction of realism about physics along with anti-realism about much of the structure of quantum theory is elaborated; and the position defended from common objections: that it is solipsist; that it is too instrumentalist; that it cannot deal with Wigners friend scenarios. Three more substantive problems are raised: Can a reasonable ontology be found for the approach? Can it account for explanation in quantum theory? Are subjective probabilities on their own adequate in the quantum domain? The first question is answered in the affirmative, drawing on elements from Nancy Cartwrights philosophy of science. The second two are not: it is argued that these present outstanding difficulties for the project. A quantum Bayesian version of Moores paradox is developed to illustrate difficulties with the subjectivist account of pure state assignments.