Lead researcher Joanna Maselko of Temple University characterized the religiosity of 918 study participants in terms of three domains -- religious service attendance; religious well-being, referring to the quality of a person's relationship with a higher power; and existential well-being, referring to a person's sense of meaning and purpose in life.

The study, published online in Psychological Medicine, compared each domain of religiosity to risk of depression and found those with higher levels of religious well-being were 1.5 times more likely to have had depression than those with lower levels of religious well-being.

Maselko theorizes this is because people with depression tend to use religion as a coping mechanism. As a result, they're more closely relating to God and pray more.

The study found that those who attended religious services were 30 percent less likely to have had depression in their lifetime, and those who had high levels of existential well-being were 70 percent less likely to have had depression than those who had low levels of existential well-being.

Maselko says researchers have not determined which comes first, depression or being religious.