Background Breast cancer bears considerable morbidity and mortality and is well known to increase the risk of major depression, whereas religiosity has been reported to be protective. We searched for an association between depression and religiosity in breast cancer patients. We also sought to find an association between depression and various sociodemographic and disease variables. Methods One hundred two patients were interviewed. Sociodemographic, cancer profile, and religiosity questionnaires were administered. We screened for depressive disorders by using the Mini‐International Neuropsychiatric Interview and the Beck Depression Inventory. Results Most of our participants (n = 79; 77.4%) had high religiosity score. The prevalences of lifetime major depression, current major depression, and major depression after cancer diagnosis were 50.9%, 30.1%, and 43.1%, respectively. We could not find a correlation between religiosity and current depression, while the association with depression after cancer diagnosis was close to but did not reach statistical significance (P = .055) and in favor of a deleterious role of religiosity. Depression was only linked to marital status and insurance coverage. No association was found with disease‐related variables. Conclusions Religiosity does not seem to be protective against depression development. The stress of cancer appears to be the main culprit in increasing the risk of depression.