If Lovecraft raised any questions as to the reality of the Necronomicon and the entities named within it, one need only turn to his letters for the answers:

To Edwin Baird (February 3, 1924):

At one time I formed a juvenile collection of Oriental pottery and objects d’art, announcing myself as a devout Mohammedan and assuming the pseudonym of “Abdul Alhazred”—which you will recognise as the author of that mythical Necronomicon which I drag into various of my tales.

To Robert E. Howard (August 14, 1930):

Regarding the solemnly cited myth-cycle of Cthulhu, Yog-Sothoth, R’lyeh, Nyarlathotep, Nug, Yeb, Shub-Niggurath, etc., etc.—let me confess that this is all a synthetic concotion of my own, like the populous and varied pantheon of Lord Dunsany’s Pegana. The reason for its echoes in Dr. de Castro’s work is that the latter gentleman is a revision-client of mine—into whose tales I have stuck these glancing references for sheer fun. If any other clients of mine get work placed in W.T., you will perhaps find a still-wider spread of the cult of Azathoth, Cthulhu, and the Great Old Ones! The Necronomicon of the mad Arab Abdul Alhazred is likewise something which must yet be written in order to possess objective reality. Abdul is a favourite dream-character of mine—indeed that is what I used to call myself when I was five years old and a transported devotee of Andrew Lang’s version of the Arabian Nights. A few years ago I prepared a mock-erudite synopsis of Abdul’s life, and of the posthumous vicissitudes and translations of his hideous and unmentionable work Al Azif...—a synopsis which I shall follow in future references to the dark and accursed thing. Long has alluded to the Necronomicon in some things of his—in fact, I think it is rather good fun to have this artificial mythology given an air of verisimilitude by wide citation. I ought, though, to write Mr. O’Neail and disabuse him of the idea that there is a large blind spot in his mythological erudition!

To Robert E. Howard (October 4, 1930):

...I read the Arabian Nights at the age of five. In those days I used to dress up in a turban, burnt-cork a beard on my face, and call myself by the synthetic name (Allah only knows where I got it!) of Abdul Alhazred—which I later revived, in memory of old times, to confer on the hypothetical author of the hypothetical Necronomicon!

To Robert E. Howard (May 7, 1932):

As for writing the Necronomicon—I wish I had the energy and ingenuity to do it! I fear it would be quite a job in view of the very diverse passages and intimations which I have in the course of time attributed to it! I might, though, issue an abridged Necronomicon—containing such parts as are considered at least reasonably safe for the perusal of mankind! When von Juntz’s Black Book and the poems of Justin Geoffrey are on the market, I shall certainly have to think about the immortalisation of old Abdul!

To Robert Bloch (May 9, 1933):

By the way—there is no “Necronomicon of the mad Arab Abdul Alhazred.” That hellish & forbidden volume is an imaginative conception of mine, which others of the W.T. group have also used as a background of allusion.

To Robert Bloch (early to mid July 1933):

As for the “Necronomicon”—this month’s triple use of such allusions is bringing me in an unusual number of inquiries concerning the real nature & obtainability of Alhazred’s, Eibon’s, & von Junzt’s works. In each case I am frankly confessing the fakery involved.

To Miss Margaret Sylvester (January 13, 1934):

Regarding the Necronomicon—I must confess that this monstrous & abhorred volume is merely a figment of my own imagination! Inventing horrible books is quite a pastime among devotees of the weird, & . . . . . many of the regular W.T. contributors have such things to their credit—or discredit. It rather amuses the different writers to use one another’s synthetic demons & imaginary books in their stories—so that Clark Ashton Smith often speaks of my Necronomicon while I refer to his Book of Eibon . . & so on. This pooling of resources tends to build up quite a pseudo-convincing background of dark mythology, legendry, & bibliography—though of course none of us has the least wish actually to mislead readers.

To Robert H. Barlow (August 14, 1934):

[P.S.] Just had 2 more enquiries as to the reality of the Necronomicon!

To William Frederick Anger (August 14, 1934):

Regarding the dreaded Necronomicon of the mad Arab Abdul Alhazred—I must confess that both the evil volume & the accursed author are fictitious creatures of my own—as are the malign entities of Azathoth, Yog-Sothoth, Nyarlathotep, Shub-Niggurath, &c. Tsathoggua & the Book of Eibon are inventions of Clark Ashton Smith, while Friedrich von Junzt & his monstrous Unaussprechlichen Kulten originated in the fertile brain of Robert E. Howard. For the fun of building up a convincing cycle of synthetic folklore, all of our gang frequently allude to the pet daemons of the others—thus Smith uses my Yog-Sothoth, while I use his Tsathoggua. Also, I sometimes insert a devil or two of my own in the tales I revise or ghost-write for professional clients. Thus our black pantheon acquires an extensive publicity & pseudo-authoritativeness it would not otherwise get. We never, however, try to put it across as an actual hoax; but always carefully explain to enquirers that it is 100% fiction. In order to avoid ambiguity in my references to the Necronomicon I have drawn up a brief synopsis of its ‘history’... All this gives it a sort of air of verisimilitude.

To Willis Conover (July 29, 1936):

Now about the “terrible and forbidden books”—I am forced to say that most of them are purely imaginary. There never was any Abdul Alhazred or Necronomicon, for I invented these names myself. Robert Bloch devised the idea of Ludvig Prinn and his De Vermis Mysteriis, while the Book of Eibon is an invention of Clark Ashton Smith’s. The late Robert E. Howard is responsible for Friedrich von Junzt and his Unaussprechlichen Kulten....

As for seriously-written books on dark, occult, and supernatural themes—in all truth they don’t amount to much. That is why it’s more fun to invent mythical works like the Necronomicon and Book of Eibon.

To Harry O. Fischer (late February, 1937):

The name “Abdul Alhazred” is one which some adult (I can’t recall who) devised for me when I was 5 years old & eager to be an Arab after reading the Arabian Nights. Years later I thought it would be fun to use it as the name of a forbidden-book author. The name Necronomicon...occurred to me in the course of a dream.

Although Lovecraft may have wanted his readers to at least temporarily suspend their disbelief in the Necronomicon, he always made the fiction of the book known to those who asked.