<p>This paper empirically investigates the impact of religious beliefs on residents’ happiness based on CGSS data from 2010 to 2021. The specific impact of religious beliefs on residents’ happiness is estimated by gender, urban-rural status, health status, and regional distribution. Endogeneity is addressed through the use of instrumental variable and propensity score matching methods. A mediation effect model is employed to test the significance of the intermediate path played by residents’ self-evaluation of social status and depression frequency between religious beliefs and happiness. The conclusions are as follows: (1) Religious belief has a significant promoting effect on happiness, and this promoting effect satisfies causal inference. (2) Religious belief has a specific impact on the happiness of different groups. The positive promoting effect of religious belief on the happiness of groups in the western region, men, urban areas, and those in poor health is stronger. (3) The mechanism analysis shows that religious belief indirectly acts on the improvement of residents’ happiness by enhancing their self-assessed social status and providing emotional support. The depression frequency does not play the intermediate mechanism role of religious belief affecting happiness, but residents with a higher depression frequency can obtain a greater increase in happiness through religious belief.</p>