This study examines how micro-level religious effects and macro-level economic contexts shape individuals’ attitudes toward premarital sex. It then investigates whether the effects of individual-level religiosity on approval of premarital sex are contingent on the economic characteristics of a nation, reflected by a country’s gross domestic product (GDP) per capita. Multilevel analyses of data from the sixth wave of the World Values Survey (2010–2014) reveal that both individual religiosity and GDP per capita are important predictors of attitudes toward premarital sex. Furthermore, cross-level interactions suggest that individual religiosity has a greater negative effect on approval of premarital sex in countries that are more economically developed. I discuss how these findings speak to theories about religion, economic modernization, and the ways that macro-level contexts are linked with micro-level factors.