I examine the relationship between religious service attendance and two domains (cognitive and affective) of subjective well‐being using Gallup Daily Poll data, which has a sample size over 1.3 million. I find that religious attendance is positively associated with both domains of subjective well‐being in all religious traditions examined, including non‐Christian traditions and “religious nones.” The strength of the association varies significantly across the traditions: stronger among Christian groups—particularly among the groups that are, on average, more observant—than among non‐Christian religions or “religious nones.” The stronger association among the observant groups is partly due to the lower level of well‐being among nonattendees in those groups than nonattendees in less observant groups. I also find that the association is stronger among individuals who consider religion an important part of life than among those who do not. Finally, my findings suggest that religious service attendance is equally strongly related to both domains of subjective well‐being.