Religiosity and mood have long been recognized as associated, but some patterns of associations suggest complex relationships. Using a multidimensional measure of religiosity, we explored the possibility that dimensions of religiosity may have (1) different strengths of association and (2) directions of association with depressed mood. We measured five dimensions of religiosity in 1227 family caregivers of persons with dementia, testing associations of each dimension to caregivers' depressive symptoms. In zero-order associations, higher scores on each religiosity dimension were associated with lower depression. Yet in hierarchical multiple regressions models, adjusting for other religiosity dimensions, different dimensions showed either no independent association, an independent association, or an inverse association with depressed mood. Frequency of prayer reversed directions of association-showing higher depression in caregivers who prayed more. Findings underscore the complex and sometimes bidirectional association between depressed mood and religiosity and argue for recognition of distinct dimensions of religiosity.