Based on Huber’s centrality of religiosity concept, a non-experimental research project was designed in a group of 178 women and 72 men, voluntary participants in online studies, quarantined at home during the first weeks (the first wave) of the pandemic, to determine whether and to what extent religiosity, understood as a multidimensional construct, was a predictor of the worsening of PTSD and depression symptoms in the conditions of the COVID-19 pandemic. The study made use of CRS Huber’s scale to study the centrality of religiosity, Spitzer’s PHQ-9 to determine the severity of depression, and Weiss and Marmar’s IES-R to measure the symptoms of PTSD. Our study, which provided interesting and non-obvious insights into the relationship between the studied variables, did not fully explain the protective nature of religiosity in dealing with pandemic stress. Out of five components of religiosity understood in accordance with Huber’s concept (interest in religious issues, religious beliefs, prayer, religious experience, and cult), two turned out to contribute to modifications in the severity of psychopathological reactions of the respondents to stress caused by the pandemic during its first wave. A protective role was played by prayer, which inhibited the worsening of PTSD symptoms, whereas religious experience aggravated them. This means that in order to interpret the effect of religiosity on the mental functioning of the respondents in a time of crisis (the COVID-19 pandemic), we should not try to explain this effect in a simple and linear way, because religious life may not only bring security and solace, but also be a source of stress and an inner struggle