In this study, we explored how adolescents in rural Kenya apply religious coping in sexual decision-making in the context of high rates of poverty and Human Immunodeficiency Virus (HIV). Semi-structured interviews were conducted with 34 adolescents. One-third (13) reported religious coping related to economic stress, HIV, or sexual decision-making; the majority (29) reported religious coping with these or other stressors. Adolescents reported praying for God to partner with them to engage in positive behaviors, praying for strength to resist unwanted behaviors, and passive strategies characterized by waiting for God to provide resources or protection from HIV. Adolescents in Sub-Saharan Africa may benefit from HIV prevention interventions that integrate and build upon their use of religious coping.