Relying on a unique survey of more than 15,000 respondents conducted from June to August 2020 in Italy, we show that priming religiosity in healthcare workers decreases the level of self‐assessed mental  distress  experienced  during  the  first  wave  of  the  COVID‐19.  We  show  that  priming  religiosity decreases self‐assessed mental distress by 9.5%. Consistent with the idea that religiosity serves  as  a  coping  mechanism,  this  effect  is  stronger  for  the  more  impacted  categories  (e.g.,  hospital workers) and for respondents facing more stressful situations, such as being reassigned due to the COVID‐19 emergency or working in a COVID‐19‐related specialty (e.g., emergency care), among  others.  Moreover,  higher  effects  occurs  also  among  physicians  who  self‐classify  as  religious, while this distinction does not apply for nurses.