Although there is ample empirical evidence of the associations between higher education and various aspects of religiosity, the causal mechanisms producing these associations remain unclear. I use four waves of longitudinal data, with respondents ranging in age from 13 to 29, to model the within‐ and between‐person effects of higher education on several measures of religiosity. The results show that earning a bachelor's degree is associated with within‐person declines in some but not all measured aspects of religiosity, which partially supports the argument that higher education causes religious decline. The results also suggest that those predisposed to attending religious services self‐select into higher education, that relatively religious youth in general self‐select into nonelite colleges, and that those with low levels of religious belief self‐select into elite universities. These findings further understanding of the associations between social class and religion, particularly the causal effects of higher education.