This study investigated the association between religious coping, mental health and the caring experience, as well as potential explanatory mechanisms, among 162 informal caregivers of terminally ill cancer patients. Regression analyses indicated that, controlling for socio-demographic variables, more use of positive religious coping strategies was associated with more burden, yet, also more satisfaction. In contrast, more use of negative religious coping strategies was related to more burden, poorer quality of life and less satisfaction, and correlated with an increased likelihood of Major Depressive Disorder and anxiety disorders. In a number of models, negative religious coping was related to outcomes through its relationship with social support, optimism and self-efficacy. Implications for research and healthcare are discussed.