Gods' immortality

As Rias said, we couldn’t destroy the Gods easily. Previously, when the evil Norse God Loki came to attack us, we couldn’t destroy him as well, so it ended with his capture. …Although, one of the factors was that our power at that time wasn’t enough to destroy him. There were also cases where a God could be revived after being defeated if the humans had faith in them. After eating a cookie, Koneko-chan said to me.

“…It’s probably best if we seal that skeleton God.”

True DxD Volume 1, Life 2