Anxiety and depression are common responses to trauma and bereavement. However, gratitude and spirituality may be helpful to individuals experiencing anxiety and depression in response to a loss, and therefore empirical investigation into the links between these variables is warranted. This study investigated the relationships between gratitude, spiritual/religious variables, anxiety and depression across multiple religious groups. Two independent samples consisting of n = 120 Christians (Catholic, Mainline Protestant, Evangelical Protestant and Morman) and n = 234 Jews (Orthodox, Conservative, Reform and Other) were recruited. Measures of gratitude, general religiousness, religious practices, and positive core beliefs about God (trust in God) were administered alongside measures of trait anxiety and depression. Statistically significant correlations emerged between all variables, suggesting that gratitude and spirituality are protective factors against anxiety and depression.