Significance According to a fundamental assumption in the social sciences, the burden of lower socioeconomic status (SES) is more severe in developing nations. In contrast to this assumption, recent research has shown that the burden of lower SES is less—not more—severe in developing nations. In three large-scale global data sets, we show that national religiosity can explain this puzzling finding. Developing nations are more religious, and most world religions uphold norms that, in part, function to ease the burden of lower SES and to cast a bad light on higher SES. In times of declining religiosity, this finding is a call to scientists and policymakers to monitor the increasingly harmful effects of lower SES and its far-reaching social consequences.