ObjectiveWhile previous research indicates that negative religious coping relates with distress, it is unclear if this represents generalized spiritual struggles or a specific vulnerability activated by negative events. Moreover, past research treats coping as a stable phenomenon, although it likely fluctuates. This research simultaneously tested both models longitudinally and examined the relationship between coping and distress.MethodsThe current study is a secondary analysis of longitudinal data collected online over 3 years from 397 participants. Life events, negative religious coping, and depressive symptoms were assessed on six occasions, and linear mixed‐effect models were used to analyze data.ResultsNegative religious coping was largely stable with increases at times of stress. Participants with higher mean negative coping reported more depressive symptoms regardless of life circumstances (i.e., main effect), likely reflecting generalized spiritual struggles. In addition, those with higher mean coping or with particularly high levels at a given time reported even higher levels of symptoms when they experienced more negative life events (i.e., moderation effect).ConclusionResults suggest that previous research merges two distinct phenomena—spiritual struggles and negative coping. This has important theoretical and research implications and suggests that integrating spirituality and religion into treatment can be warranted.