Two prospective studies were conducted to test the stress-moderating effects of intrinsic religiousness and overall religious coping on the depression and trait anxiety of Catholic and Protestant college students. Both studies found a significant cross-sectional interaction between controllable life stress and religious coping in the prediction of Catholics' depression, with religious coping serving a protective function at a high level of controllable negative events. Both studies also found a significant prospective interaction between uncontrollable life stress and intrinsic religiousness in the prediction of Protestants' depression; the relationship between uncontrollable stress and depression was positive for low intrinsic Protestants, flat for medium intrinsic Protestants, but negative for high intrinsic Protestants. The findings are discussed in terms of their implications for the role of religion in life stress adjustment.