Researchers analyzed data from the Gallup World Poll covering 2005 to 2009. They looked at religious affiliation, life satisfaction, social support and positive versus negative states of mind in 150 countries around the world.
In societies that lack proper food, jobs, or health care, religious people are indeed happier than those who are not religious. Believers in those countries also said they felt more publicly supported than did their non-religious peers.
But things get more complicated in countries with adequate social support. For one thing, both the religious and the non-religious in wealthier countries are happier than people in places without proper support. But, here's the interesting thing: In richer nations, those who are religious are actually less happy than their non-religious neighbors. The study is in the Journal of Personality and Social Psychology.
The researchers found the same discrepancies within the U.S. In poorer states, more people are religious. And the believers in those states tend to be happier than the non-religious residents.
So the answer to the question, does religion bring happiness, would appear to be: it depends.