Religious affiliation has consistently been shown to help individuals cope with adversity and stressful events. The present paper argues that this proposition is valid for both Christians and Muslims, but that these religious identities foster different types of coping. In accordance with historical, cultural, and psychological accounts, it is proposed that the Christian core self is relatively individualistic, whereas the Muslim core self is oriented more toward the collective. As a consequence, it is hypothesized that when confronted with a stressful life event, Muslims are more likely to adopt interpersonal (collective) coping strategies (such as seeking social support or turning to family members), while Christians are more likely to engage intrapersonal (individualistic) coping mechanisms, such as cognitive restructuring or reframing the event. Evidence from the literature on coping strategies is reviewed and systematized. Evidence lend support to the analysis by indicating that Muslims indeed tend to use an interpersonally oriented (collective) coping style when dealing with adversity, whereas Christians are more likely to employ intrapersonally oriented (individualistic) strategies when facing comparable scenarios. Implications for theory and practice are discussed.