Duh. I mean, there are a million things you know exist, think exist, suspect exist, not sure if they exist, doubt they exist, am presttusure they don't exist and know they don't exist. What's "Concious" got to do with it? I'm wide awake and I don't believe in vampires right now.
Lack (n): The state of being without or not having enough of something: "for lack of evidence."
Belief (n): An acceptance that a statement is true or that something exists.
A person can lack a belief in something by merely stating they don't believe something is true. "Lack" is the "state of being without" and "belief" is "an acceptance that a statement is true." A person who doesn't believe in the physical existence in something or the effective applications of a concept doesn't mean they believe in that idea. A person can acknowledge an idea or a concept without necessarily giving any credence to that claim. If a person who is alone in their room walks out of their room and closes the door, it is safe to say they "lack a belief" in the claim there is a person still in that room. The same goes for leprechauns. It would be very difficult, if not impossible, to find someone who has a positive belief in the existence of leprechauns. If someone doesn't have a belief, they are consciously lacking a belief. Answering "no" to this question is accepting a particularly acute semantic twist by trying to equate acknowledgement (even subconsciously) with existence.
For any belief that you don't have, you lack a belief in that thing. For example, if you don't think there's a tea pot orbiting Saturn, then you lack a belief that there's a tea pot orbiting Saturn. Or, if you have no idea whether there are any cookies in the cookie jar, you lack a belief that there are cookies in the cookie jar, and you lack a belief that there are NOT any cookies in the cookie jar.
If everyone around you believes in a higher being, and you were raised to believe that you should believe in this higher being, you can choose to not believe. If you are told that green is good and red is bad and that's just how it is, you can decide that you aren't going to believe it. Belief is inherently intangible, but within society it becomes something that can define who you are and your place in that society.
It is most certainly not easy and very few individuals truly actually lack a belief in something. Everyday we all assign labels to things and individuals, as well as our beliefs of right or wrong regarding others actions. Although such judgment may not be seem as major beliefs, they are still beliefs. Some spiritual beliefs actually call for no belief, and the individuals who actually reach that ability in those spiritual or religious groups are very few. So, yes it is possible for one to consciously lack a belief in something, but most of us are not at the place where we are able to do so.
If you rephrase it as "about something" instead of "in something" it makes perfect sense. But it's still legitimate to have a belief that "I don't care about subject X beyond that I don't want to waste my mental energy on it." or "I believe that the answer to X is unknowable/can't be answered by myself./could potentially be answered but it would just take up too much energy away from other things for me to find it worthy of pursuit."
In order to lack a belief in a particular thing you have to have a concept of what that thing is, don't you? Maybe to you it is a concept only, one that lacks a physical reality, but still that concept has certain properties so it is an object in your mind, otherwise what actually is it that you lack a belief in? The only thing you can "lack" a belief in is a concept that is totally unavailable to you. If we were to go way back in time we could find that a whole culture lacks a belief in airplanes, they would simply not have the concept. There was a culture of people discovered a while back that had no concept of envy. They didn't have a word for it, and so they probably did lack a belief in it. This question is undoubtedly going to keep me up tonight!
We are constantly bombarded with stimuli and although we may attempt to tune these materials out, or choose to ignore them, they still enter into our subconscious. To think that we have the self awareness to actively abstain from thinking is absurd. Anyone that has attempted to not think for more than a minute will tell you that it is impossible; our minds are constantly thinking and flitting about. With this level of cognitive behavior going on it is naive to believe that we can be completely removed from a belief in one way or another.