Belief in a concerned God has been shown to be associated with lower depression through the mediation of hopelessness. This study hypothesized that this relationship would also be true longitudinally. Shortly after admission to treatment and 8 weeks later, 136 adults with clinical depression completed the Beck Depression Inventory, the Beck Hopelessness Scale, and the Religious Well-Being Scale (RWB). Logistic regression models supported an association of baseline RWB, but not baseline hopelessness, with a 50% reduction in symptoms after 8 weeks. Persons in the upper third of RWB at admission were 75% more likely to have a response to treatment than persons in the lower third. Clinicians need to be aware of the role of religion for their clients. © 2009 Wiley Periodicals, Inc. J Clin Psychol 65:1–9, 2009.