There is a long held theory that religiosity provides comfort in times of bereavement. The purpose of this study is to examine religious factors and their relationship with depression as measured by the short CES-D scale in respondents that have experienced the death of a child. It is hypothesized that religious variables including a belief in afterlife and frequency of attendance at religious services will have a relationship with depression, with respondents who have higher measures of religiosity on these measures experiencing lower levels of depression. The research design is a secondary analysis of a single survey with data from the American Changing Lives Data Set, 1986, Wave 1. The study utilizes multiple regression analysis. The results of the study only weakly support the hypothesis that religious factors have a relationship with depression. Other variables, including, sex, marital status, race, age, family income, and education appear to have a stronger relationship with depression than religious factors. The study suggests that marital status has the strongest relationship with depression for women, and education has the strongest relationship with depression for men. The study's conclusion suggests that married women, and men with a higher level of education experience lower levels of depression.