Approximately 50% of patients do not adhere to medical therapy. Religious and spiritual factors may play an important role in determining medication compliance in mental illness. The aim of this paper is to review published evidence documenting a relationship between religion/spirituality (R/S) and treatment adherence in mental illness, in particular in schizophrenia, depression and substance abuse. This review summarizes, categorizes and defines the role of religious beliefs as a factor improving medication compliance in mental illness. Randomized controlled trials and observational studies were eligible for the review if they were published in December 2015 or earlier, analyzed the effects of religious beliefs or spirituality on medication compliance, or adherence to other therapeutic interventions in mental illness. The vast majority of published studies analyzed the effects of religion on medication compliance in schizophrenia and addiction. In schizophrenia patients, religious beliefs turned out to be a predictor of worse treatment adherence. However, spiritual orientation was shown to play an important role in the recovery from addiction, and to improve adherence in patients with this condition. Furthermore, better treatment adherence was observed in more religious patients diagnosed with depression. While religious beliefs and spirituality may represent an important source of hope and meaning, they often interfere with treatment adherence. Therefore, psychiatrists should consider religious and spiritual beliefs of their patients, and verify if and to what extent they improve their medication compliance.