We reviewed data from approximately 80 published and unpublished studies that examined the association of religious affiliation or involvement with depressive symptoms or depressive disorder. In these studies, religion was measured as religious affiliation; general religious involvement; organizational religious involvement; prayer or private religious involvement; religious salience and motivation; or religious beliefs. People from some religious affiliations appear to have an elevated risk for depressive symptoms and depressive disorder, and people with no religious affiliation are at an elevated risk in comparison with people who are religiously affiliated. People with high levels of general religious involvement, organizational religious involvement, religious salience, and intrinsic religious motivation are at reduced risk for depressive symptoms and depressive disorders. Private religious activity and particular religious beliefs appear to bear no reliable relationship with depression. People with high levels of extrinsic religious motivation are at increased risk for depressive symptoms. Although these associations tend to be consistent, they are modest and are substantially reduced in multivariate research. Longitudinal research is sparse, but suggests that some forms of religious involvement might exert a protective effect against the incidence and persistence of depressive symptoms or disorders. The existing research is sufficient to encourage further investigation of the associations of religion with depressive symptoms and disorder. Religion should be measured with higher methodological standards than those that have been accepted in survey research to date.