In an economic theory of suicide, we model social cohesion of the religious community and religious beliefs about afterlife as two mechanisms by which Protestantism increases suicide propensity. We build a unique micro-regional dataset of 452 Prussian counties in 1816-21 and 1869-71, when religiousness was still pervasive. Exploiting the concentric dispersion of Protestantism around Wittenberg, our instrumental-variable model finds that Protestantism had a substantial positive effect on suicide. We address issues of bias from mental illness, misreporting, weather conditions, within-county heterogeneity, religious concentration, and gender composition. Tests that discriminate between the two mechanisms based on historical church-attendance data and modern suicide data suggest that the sociological channel dominates the theological channel.