Based on the concepts of Huber’s centrality of religiosity as psychosocial resource, a non-experimental, moderated mediation project was designed in a group of 176 women and 84 men, who voluntarily participated in an online study, analysing the relationship between the prayer and the fears (for health, economy/finances, social life and family relations) during the COVID-19 pandemic. Multiple regression analysis was used to determine the general tendency in dependencies between variables. Among the assessed components of religiousness crucial for alleviating the fears of the COVID-19 pandemic, two forms of prayer—Private Practice and Public Practice—turned out to be the most important. Private Practice seemed to appease the fears of threats to family and social relationships of persons assessed, while Public Practice was revealed as the predictor of intensifying of the general, summed up level of fears. The areas of health (illness threat) and financial security fears were not associated neither with prayer nor any other components of religiousness. It means a selective predictive associating of prayer with the appeasing of only specific types of fears, namely those of a social nature. The results obtained point to the importance of the addressed topic in the context of searching for psycho resources in coping with difficult situations and determining their impact.