This study furthers scholarship on the religion-entrepreneurship link by proposing that (1) aspects of a country’s religious profile impact individual entrepreneurial activity differently and (2) that a country’s level of investments in knowledge serves as a contingency factor in this milieu. Our cross-level analyses of data from 9,266 individuals and 27 predominantly Christian countries support the second, but not the first suggestion. The study contributes to a more nuanced understanding of religion’s role for entrepreneurship and bridges the literatures on religion and knowledge-based entrepreneurship. Furthermore, the study provides evidence of the effects of religion above and beyond the effects of national culture.