How effective is religious activity believed to be in coping with depression? This study assessed the perceived effectiveness of different religious activities - previously identified as important in coping - among 282 people in the UK. The mean age was 25 years, and participants were either Christian, Hindu, Jewish, Muslim, other religion, or no religion. Relative to other kinds of help for depression, religious activity was not seen as particularly helpful for depression. Religious activity was seen as less helpful by the ever-depressed than by the never-depressed and as less helpful by women than by men. Among religious activities, faith and prayer were seen as the most helpful. Muslims believed more strongly than other groups in the efficacy of religious coping methods for depression, were most likely to say they would use religious coping behaviour, and were least likely to say they would seek social support or professional help for depression. Other differences between groups were also observed, and comparisons with qualitative material obtained in an earlier study were made. The implications of these findings for help-seeking are considered.