This article aims to investigate how religious coping can help religious believers overcome mental distress during the COVID-19 pandemic. An integrative review was conducted by searching databases (PubMed/Medline, Springer, Elsevier, Science Direct, Scopus, Web of Science, SciELO and Google Scholar) between 2020 and 2021 for articles using the following keywords: “Religious coping and COVID-19,” “Religion, mental health, and COVID-19,” and “Religiosity, spirituality, and COVID-19.” A total of twenty articles were selected for review. The result shows that religious faith might help individuals to calm their minds in times of crisis and severe illness. Some of the spiritual approaches suggested to combat COVID-19 might be effective. Positive religious coping, intrinsic religiousness, and faith in God were associated with lower anxiety and a greater positive outcome, whereas negative religious coping and distrust in God resulted in the opposite.