Despite a surge in psychological research on gratitude over the past several years, a number of important questions remain unanswered about this highly valued trait. It is largely unknown, for example, how gratitude is maintained in times of distress. This article supports and extends existing theory and research on the relevance of benefit detection (the perception of having received a gain rendered intentionally and voluntarily by another), by testing a model in which religious involvement in general, and religious coping in particular, can help sustain gratitude in the face of negative emotions. Across 2 studies—1 in a community/college student sample (n = 404) and another among individuals seeking psychological treatment (n = 122)—we found initial support for our model. Implications for further research on gratitude and other areas of positive psychology are discussed.