Background: Chile is a highly religious country. Although a majority of the population describes itself as Catholic, there has been a substantial growth in Evangelism, especially among indigenous people. In this context, the aim of this study is to analyse the relationship between Catholic and Evangelical religiosity in terms of identity and practices and depressive symptoms in the Mapuche and non-indigenous Chilean population. Methods: The study was conducted using secondary data from the Longitudinal Intercultural Relations Study of 2017, estimating linear regressions to explain variations on the PHQ-9 scale between the adult Mapuche and non-indigenous Chilean population by first including the controls variables, followed by religious identification, churchgoing, and prayer. Results: Social support, good health, and age showed a negative association with PHQ-9 in both groups. Being a woman and not having a partner were only positively related with depression in the non-indigenous group. A negative association was found between Evangelical religious identity and depressive symptoms among the Mapuche population, while churchgoing was negatively associated and prayer was positively associated with depression in the non-indigenous group. Conclusions: The findings confirm that religiosity is a protective factor against depressive symptomology in the Chilean population. However, the analysis reveals significant ethnic differences.