At least that's what he would like for you to think. You do realize that one of his name's is The Great Deceiver. and as the ole saying goes...'the greatest trick that the devil ever pulled off is to convince people he doesn't exist.'
The Bible certainly says He exists...Put on the whole armor of God so that ye may be able to withstand all the Wiles of the devil. For we wrestle not against flesh and blood, but against principalities, against Powers, against the rulers of the darkness of this world, against spiritual wickedness in high places.
After death on the Cross, Jesus went into Hell for three days and fought Satan, and won the fight of sin and death, then was resurrected and now sits at the right hand of the Father, acting as intermediary for us when we pray.
That is why we come to Christ, to be saved (live forever), and to washed clean from sin. He won the fight for us, and Jesus is the only we can go to for that, and to speak to God (this is our Christian belief).