Since it belongs to the supernatural order, grace escapes our experience and cannot be known except by faith. We cannot therefore rely on our feelings or our works to conclude that we are justified and saved. However, according to the Lord's words "Thus you will know them by their fruits" - reflection on God's blessings in our life and in the lives of the saints offers us a guarantee that grace is at work in us and spurs us on to an ever greater faith and an attitude of trustful poverty.
A pleasing illustration of this attitude is found in the reply of St. Joan of Arc to a question posed as a trap by her ecclesiastical judges: "Asked if she knew that she was in God's grace, she replied: 'If I am not, may it please God to put me in it; if I am, may it please God to keep me there.'"
Source: Catechism of the Catholic Church (Vatican.va)