This study describes the distribution of depressive symptoms in older Dutch citizens (N = 3,020) across religious denominations. Reformed Calvinists had the lowest depressive scores (CES-D); Protestants from liberal denominations the highest; Roman Catholics, Dutch Reformed, and nonchurch members were in between. Two types of explanatory mechanisms are examined: (a) social integration and (b) positive self-perceptions, which both help to prevent depression. Alternatively, strict Calvinist doctrines are hypothesized to enforce negative self-perceptions, facilitating depression. For 2,509 respondents, complete data were available on social integration and self-perceptions, as well as on the parental religious denomination. Explanatory effects were tested using hierarchic regression models. The negative association between Calvinist background and depressive symptoms was partly explained by size of social network, and between Roman Catholic background and depressive symptoms by self-esteem. Leaving church had a positive association with depressive symptoms. This depressogenic effect remained after controlling for explanatory variables.