Abstract Religious beliefs potentially influence individual behaviour. But why are some societies more religious than others? One possible answer is religious coping: individuals turn to religion to deal with unbearable and unpredictable life events. To investigate whether coping can explain global differences in religiosity, I combine a global dataset on individual-level religiosity with spatial data on natural disasters. Individuals become more religious if an earthquake recently hit close by. Even though the effect decreases after a while, data on children of immigrants reveal a persistent effect across generations. The results point to religious coping as the main mediating channel, but alternative explanations such as mutual insurance or migration cannot be ruled out entirely. The findings may help explain why religiosity has not vanished as some scholars once predicted.