Objective To analyze the relationship between suicide in men and stratified measures of religiosity. Methods We studied 192 suicides and 81 controls (nonsuicide, sudden, or accidental death). We employed the psychological autopsy method to compile diagnoses based on DSM-IV criteria. Overall, religiosity and participation in religious associations were determined using a Likert-type scale. Given the limited participation of women in the religious associations of southern Spain, only male subjects were included. Results Religious participants had decreased risk of suicide compared to nonparticipants (OR = 0.148, 95% CI = 0.049–0.447). This lower risk was further associated with the degree of involvement in religious activity. Suicides accounted for 73.47% of subjects with no religious participation, 61.17% of those with some participation, and 56.52% of frequent participants (linear trend test Z = −2.0329, p = .042). Membership in a religious association was also associated with a lower rate of suicide compared to nonmembers (OR = 0.356, 95% CI = 0.172–0.736). This effect was similarly associated with the degree of involvement in the association. Suicides accounted for 74.67% of subjects who never participated in the activities of a religious association, 69.23% of those who sometimes participated, and 42.86% of frequent participants (linear trend test Z = −3.4082, p < .001). Conclusions Religiosity, either as general participation or through a religious association, was associated with protection against suicide proportional to the degree of involvement in religious activities.