For offspring reared by depressed parents, religiosity may serve as a buffering mechanism, which refers to shielding or abating deleterious events, or a coping mechanism, which is a resource used to mitigate against aversive consequences of negative events. To date, little research has distinguished between these 2 constructs to determine how religiosity may function as a source of resilience to protect offspring. In the current study, religiosity moderated the mediational effects of causal uncertainty on the parental-offspring dysphoria relationship. Unexpectedly, at higher levels of religiosity, the positive relationship between perceived parental dysphoria and offspring causal uncertainty was even stronger than at lower levels of religiosity. However, consistent with a coping hypothesis, higher levels of religiosity mitigated the deleterious effects of causal uncertainty on offspring’s own depressive symptomatology. Thus, religiosity has both negative and positive effects for offspring of depressed parents.