An in-depth qualitative interview study is reported, with respondents (N=52; all female) from the following urban-dwelling religious groups: White Christian, Pakistani Muslim, Indian Hindu, Orthodox Jewish and Afro-Caribbean Christian. Qualitative thematic analysis of open-ended interview responses revealed that the degree to which religious coping strategies were perceived to be effective in the face of depressive and schizophrenic symptoms, varied across the groups, with prayer being perceived as particularly effective among Afro-Caribbean Christian and Pakistani Muslim groups. Across all non-white groups, and also for the Jewish group, there was fear of being misunderstood by outgroup health professionals, and among Afro-Caribbean Christian and Pakistani Muslim participants, evidence of a community stigma associated with mental illness, leading to a preference for private coping strategies. The results lend further support to recent calls for ethnic-specific mental health service provision and highlight the utility of qualitative methodology for exploring the link between religion and lay beliefs about mental illness.