Since the Romantic period, painters have no longer made use of traditional Christian iconography to express religious transcendence. Taking their cue from Schleiermacher's Reden Über die Religion, painters have sought for new, personal ways to express religious transcendence. One example is Caspar David Friedrich's Monk by the Sea. Rosenblum argues, in his Modern Painting and the Northern Romantic Tradition, that there is a parallel between Friedrich and the abstract expressionist Rothko with respect to the expression to religious transcendence. In this article I investigate how the experience of transcendence that Rothko's paintings want to evoke is to be described. Is it an experience of the sublime in the Romantic tradition? Is it the evocation of the ultimate in accordance with Tillich's broad concept of religion? Does it display affinity between Rothko and the first generation of abstract painters such as Kandinsky and Malevich? Or is it a transcendent experience that cannot be situated so easily within the options supplied? After determining Rothko's understanding of transcendence, some issues will be brought up that could be fruitful for Christian theology.