Peter didn't believe Jesus is God either, even when directly asked. Peter believes Jesus is the Son of the Living God.
Matt 16
13When Jesus came to the region of Caesarea Philippi, He questioned His disciples:
“Who do people say the Son of Man is?”
14They replied, “Some say John the Baptist; others say Elijah; and still others, Jeremiah or one of the prophets.”
15“But what about you?” Jesus asked. “
Who do you say I am?”
16Simon Peter answered,
“You are the Christ, the Son of the living God.”
17Jesus replied, “Blessed are you, Simon son of Jonah! For
this was not revealed to you by flesh and blood, but by My Father in heaven.
Who is the Living God you ask?
Jeremiah 10
10But
the LORD is the true God;
He is the living God and eternal King.
The earth quakes at His wrath,
and the nations cannot endure His indignation.