Does the way we think or feel about ourselves have an impact on our anger-based reactions? Is the direction and strength of this relationship direct, or affected by other factors as well? Given that there is a lack of research on the loss of self-dignity and anger, the first aim of the present study consisted in examining whether or not there is a connection between both variables, with particular emphasis on early adulthood. The second purpose was to explore the moderating role of religiosity on the relationship between loss of self-dignity and anger. Methods: Data were gathered from 462 participants aged 18 to 35. The main methods applied were the Questionnaire of Sense of Self-Dignity, Buss–Perry Aggression Questionnaire, and Religious Meaning System Questionnaire. The results show a statistically significant positive correlation between loss of self-dignity and anger, a negative correlation between religiosity and anger, and no significant association between the loss of self-dignity and religiosity. However, all other dimensions of the sense of self-dignity correlated positively with religiosity. Our findings also confirm that the level of anger resulting from the loss of self-dignity is significantly lower as the level of religiosity increases. Such outcomes seem to support the conception that religiosity may act as a protective factor between the risk (loss of self-dignity) and the outcome factor (anger).