Individuals use many non-religious coping (NRC) and religious coping (RC) strategies to cope with stress. In previous studies with lung transplant candidates, we found that NRC and RC predicted depression, anxiety, and disability. The present study aimed to (a) assess whether RC and NRC contributed uniquely to the prediction of distress and disability, or whether they were redundant and offered no additional information, and (b) evaluate the unique contribution of each subscale to determine the strongest associations with outcomes. Participants were 81 patients with end-stage lung disease being evaluated for lung transplant. Our findings suggest that RC and NRC are not functionally redundant. The best RC predictor was reappraising the situation as a punishment from God, and the best NRC predictors were mental disengagement and denial. Our findings suggest that NRC and RC are independent components of psychological functioning, and measuring both coping styles provides more information than studying each alone.