...this is a thing for which I thank God...that doubts are not incompatible with faith. I have many times in my pastoral experience found people who have been made very unhappy because they have not grasped that principle. Some people seem to think that once you become a Christian you should never be assailed by doubts. But that is not so, Peter still had faith. Our Lord said to him: 'O though of little faith.' He did not say: 'Peter, because you have doubts you have no faith at all.' That is what many people ignorantly think and say, and it is very wrong. Though you have faith, you may still be troubled by doubts and there are examples of this not only in Scripture but also in the subsequent history of the Christian Church. Indeed, I would go as far as to say, at the risk of being misunderstood, that if anyone has never been troubled by doubts in his or her Christian life, such a person would do well to examine the foundations again and make certain that they are not enjoying a false peace or resting in what I would call a presumptuous believism. Read the lives of some of the greatest saints that ever trod this earth and you will find they have been assailed by doubts. Our Lord here surely gives the final word on this - doubts are not incompatible with faith. You may have doubts and still have faith, a weak faith.
From Martin Lloyd Jones' Spiritual Depression, page 154