Why some individuals, who would clearly benefit from redistribution, do not vote for parties offering redistributive policies, is an old puzzle of redistributive politics. Recent work in political economy offers an explanation based on the interplay between religious identity and party policies. Strategic parties bundle conservative moral policies with antiredistribution positions inducing individuals with a strong religious identity to vote based on moral rather than economic preferences. I test this theory using micro-level data on individuals' vote choices in 24 recent multi-party elections in 15 Western European countries. I use an integrated model of religion, economic and moral preferences, and vote choice, to show that religious individuals possess less liberal economic preferences, which shapes their vote choice against redistributive parties. This holds even for individuals who would clearly benefit from redistribution. Moreover, the redistributive vote of religious individuals is primarily based on economic not moral preferences.