Affiliation with different religions can have different effects on practitioners’ trust in state institutions and in social actors. Based on a survey of 3,740 residents in Hong Kong in 2021, we examine the relationship between religious affiliation and believers’ trust in the political authorities in Beijing and Hong Kong and in civil actors in the city. We find that affiliation with traditional Chinese religions and Eastern religions has a positive and significant effect on believers’ trust in the political authorities, whereas belief in Western religions does not have such an effect. Affiliation with Western religions, however, has a stronger positive and significant effect on interpersonal trust and on tolerance for unconventional behaviour. These findings shed light on the interaction between the government and religious groups in Hong Kong after 1997.