A burgeoning literature has documented generally salutary relationships between various aspects of religious involvement and mental health outcomes, including depressive symptoms. However, few of these studies have focused on Latinos (Hispanics), who now constitute the largest ethnic minority population in the United States. Our work addresses this gap in the literature. A number of hypotheses concerning main and contingent effects of religious attendance, salience, and consolation-seeking are developed and tested, using data on a large (N=3,012) sample of Mexican-origin adults drawn in the Fresno, CA area in 1995–1996. An initial inverse association between religious attendance and depressive symptoms disappears with controls for supportive social ties. However, an apparently salutary association between religious salience and depression persists despite all statistical controls; this relationship is present among both men and women, but it is significantly stronger for women. Contrary to expectations, there are signs that religious involvement may exacerbate the deleterious effects of discrimination and acculturation stress on depressive symptoms. A number of study implications, limitations, and directions for future research is discussed. © 2009 Wiley Periodicals, Inc.