Optimism and positive reappraising seemingly mediate religiosity’s association with well-being. Yet past studies linking religiosity and cognitive coping typically use a bivariate design; thereby ignoring rival explanations. Given previous evidence that agreeableness and conscientiousness (personality traits that co-vary with optimism, positive reappraisal usage and religiosity) largely nullify the association between religiosity and social support, hierarchical regression modelling of cross-sectional survey data – Australia (N = 195), Japan (N = 931) and the USA (N = 5999) – is employed to incrementally validate religiosity’s association with optimism and also positive reappraisals. Although religiosity remains a statistically significant predictor of these coping styles, including agreeableness and conscientiousness typically reduces the strength of association. These cross-cultural results lend weight to the hypothesis that religiosity is a potential, albeit small, influence on cognitive coping styles. Prospective research is now needed to establish whether changes in religiosity precede changes in coping as theorised.