Board Thread:General Discussion/@comment-50.72.228.20-20150127022501/@comment-4544033-20150127034337

You could say we know they exist because the Daedra exist, that the Divines exist as a counter point to balance. Mankar Cameron also state they exist, and he would have known the truth better then most.

You could also say the power of the Relics of the Crusader says they exist. Each artifact was blessed by the eight had power related to each of them and several had defense from its god.