The COVID-19 pandemic and the many associated socio-economic changes constitute a stressful event that required adaptation to new, dynamic, and often threatening conditions. According to the literature, coping strategies are one of the factors that determine a person’s degree of adaptation to stressful situations. A systematic review and meta-analysis was performed on the relationship between religious coping and selected indicators of mental health. Due to the large amount of data, this work has been divided into two parts: Part I discussed the positive mental health indicators (Pankowski & Wytrychiewicz-Pankowska, 2023), while this Part II discusses negative mental health indicators. A systematic review of the databases of Science Direct, EBSCO, Cochrane, PubMed, and Google Scholar identified 33 articles related to the severity of depressive symptoms: 30 to anxiety, 23 to stress, 1 related to PTSD symptoms and peritraumatic stress, and 5 related to general negative mental health. The limitations of the research as well as further directions for exploration are discussed.Clinical trial registration This Review was pre-registered at OSF: osf.io/54ygr (https://doi.org/10.17605/OSF.IO/GMNFV).