Despite a century's worth of work, lacunae remain in our understanding of the religion‐health relationship. Scholars in this field have called for increasingly sophisticated conceptualizations of religiosity that refine its connection to well‐being, accounting for both positive and negative associations, while being sensitive to the cultural variations in the experience of religion. This article argues that cognitive anthropological methods provide a novel approach to these issues by conceptualizing aspects of religion as culturally shared “styles of life.” Specifically, the combined approaches of cultural consensus and cultural consonance provide an emically valid measure of religiosity that is then linked to health through the psychosocial stress paradigm. Utilizing research among Brazilian Pentecostals within the state of São Paulo, this intrareligious study evaluates the predictive power of religious cultural consonance relative to widely used and established religiosity scales. Religious consonance is found to have a stronger correlation with psychological well‐being than comparable measures, suggesting that existing standardized measures miss important dimensions of the religion‐health relationship. As such, this article outlines an important area of collaboration between anthropologists and other religion‐health researchers.