The degree of depression experienced by caregivers of individuals with dementia was examined in relation to religious coping strategies, religious practice, and spirituality in the framework of the stress and coping model. Caregivers of 191 persons with dementia completed the Religious Coping Scale, self-report measures of religious practices and spirituality, burden, and depression. There was no evidence that any religious coping strategy or religious practice moderated the relationship between caregiving stress and depression. Certain types of religious coping strategies had a direct effect on depression. Higher levels of religious coping working with God were associated with decreased depression, whereas higher levels of religious coping working through God were associated with increased depression. Higher burden, lower overall caregiver health rating, and worse reactions to memory and behavior problems were associated with higher levels of depression. Frequency of prayer and the importance of spirituality were weakly associated with lower levels of depression.