In this article, we extend insecurity theory by examining the influence of various kinds of insecurities on religiosity. Religiosity is operationalized in terms of a public dimension (church attendance) and a private dimension (subjective religiosity). Using data from four rounds of the European Social Survey (ESS, 2002–2008) on 26 European countries, we find strong support for the main hypothesis of insecurity theory that higher levels of insecurity are associated with increasing religiosity. Furthermore, it appears that all kinds of insecurities play a role. Specifically, we find, among others, that religiosity is higher among people who have an insecure job position, whose parents were unemployed, whose parents had a lower status job, who have experienced a war in their own country, who have lost their partner, and who reside in a country with lower social welfare spending and a higher unemployment rate. On a more general level, it is concluded that both (i) economic and existential; (ii) past and present; and (iii) individual and contextual insecurities are important in explaining (cross-national) variation in religiosity.