Patients with chronic kidney disease often use religion as a coping strategy to relieve suffering and serve as a source of strength. The aim of this study was to identify religious aspects associated with mental health and quality of life in Brazilian dialysis patients. A cross-sectional study was performed involving two dialysis centers in Brazil. Patients were selected consecutively over three typical dialysis treatment days. The questionnaire was self-administered and covered the following aspects: socio-demographic aspects, religiousness (using the Portuguese version of the Private and Social Religious Practice Scale), quality of life (World Health Organization Quality of Life brief Scale Brief Version), depression and anxiety (Beck Inventory), and pain grade. For statistical analysis, the hypothesis that different religious variables are associated (positively or negatively) with depressive/anxiety symptoms and quality of life in these patients was tested using linear regression, controlling for confounding variables. A total of 205 patients were invited to participate and 133 (64.8%) agreed to fill out the questionnaire. On the adjusted model, reading religious literature was found to be inversely associated with depressive symptoms (P < 0.001). In addition, the psychological domain of quality of life was positively associated with an increase in patient religiosity (P = 0.030) and greater religious importance for recovery from their dialysis condition (P = 0.016), whereas the environmental domain was positively associated with greater religious importance for recovery (P = 0.032). No religious aspects were associated with anxiety symptoms. Religiousness is associated with less depressive symptoms and better quality of life in Brazilian dialysis patients. Nephrologists should evaluate the patient's spirituality and religion in order to provide more integrative care.