Recent research has addressed the hypothesis that religiosity/spirituality and sense of coherence buffer the negative effects of stress on numerous health issues. The aim of the current study was to further this work by exploring potential links between psycho-social factors such as religiosity/spirituality and sense of coherence with depression.A total number of 220 subjects of the SPILI III cohort (1988-2012) attending a primary care setting in the town of Spili on rural Crete represented the target group. All participants underwent a standardized procedure. Validated questionnaires were used to evaluate sense of coherence, depression levels and religious and spiritual beliefs. A multiple linear regression analysis of the Beck Depression Inventory Scale (BDI) in relation to demographic characteristics, scores on the Royal Free Interview for Spiritual and Religious Beliefs scale (RFI-SRB) and Sense of Coherence scale (SOC) was performed.A significant inverse association was found between BDI and RFI-SRB scale (B-coef = -0.6999, p < 0.001), as well as among BDI and SOC scale (B-coef = -0.556, p < 0.001).The findings of the current observational study indicate that highly religious participants are less likely to score high in the depression scale. Furthermore, participants with high SOC scored significantly lower in the BDI scale. Further research is required in order to explore the potential effect of SOC and religiosity/spirituality on mental health.