We examine several potential mechanisms linking religious involvement to depressive symptoms, major depression, and anxiety. Logistic and OLS regression estimations test five sets of potential psychosocial religion mediators: perceived attitudes toward and motivations for attendance; positive and negative religious coping; religious attitudes, beliefs, and spirituality; congregational support and criticism; and interpersonal and self-forgiveness. Compared to attending services less than once a month or never, attending services once a week but no more is associated with fewer depressive symptoms and anxiety symptoms. Hypothesized mediators, including meaning, interpersonal and self-forgiveness, congregational criticism, social attendance beliefs, and negative coping are independently associated with one or more mental health outcomes.