Belonging to multiple identities that are incompatible has been linked to poor psychological wellbeing outcomes, including feelings of guilt and shame. Individuals who experience such conflict can use a range of strategies to reconcile seemingly incompatible identities. The current study aimed to explore the strategy of identity integration as a protective factor against guilt and shame for individuals who identify as both religious and gay. A sample of 183 religious gay men (Mage = 29.31 years, SD = 10.42) completed an online survey comprising measures of religious identification, gay identification, guilt, shame, and identity integration. We found that religious identification predicted higher levels of religious-based guilt, and both gay identity-based guilt and shame. Conversely, gay identification was not associated with any feelings of guilt or shame. Identity integration predicted lower levels of all guilt and shame outcomes, and also moderated the relationship between religious identification and guilt and shame - that is, religious-gay identity integration attenuated the negative effects independently associated with religious identification. These findings suggest that identity integration may enable gay people to access the protective benefits of religious engagement and multiple group memberships while remaining connected to the gay community.