After more than a century of research, the nature of the relationship between religion and mental health still is not fully understood. Some studies find that religion is associated with better mental health. Other studies find that religion is associated with worse mental health. Many prior studies have conceptualized religion either as individual religiosity or as religious group participation, with mixed results. It is also necessary to establish the temporal relationship between religion and mental health. While prior religion could influence subsequent mental health, prior mental health could also influence subsequent religion. It is also important to identify factors which this relationship. Results of the present study show that a) prior religion is associated with subsequent mental health, b) individual religiosity and religious group participation relate to subsequent mental health in different ways, c) these relationships are partially mediated by personal mastery, social support, and physical disability.