Research on religion as a protective factor has been marked by four recurrent limitations: (1) an overemphasis on the United States, a nation where religiosity is relatively high; (2) a neglect of highly secularized zones of the world, where religiousness may be too weak to affect suicide; (3) restriction of religiousness to religious affiliation, a construct which may miss capturing other dimensions of religiousness such as the importance of religion in one's life; and (4) an overwhelming use of the nation as a unit of analysis, which masks variation in religiousness within nations. The present article addresses these limitations by performing a cross‐national test of the following hypothesis: The greater the strength of subjective religiousness, the lower the suicide rate, using small units of analysis for a secularized area of the world. All data refer to 162 regions within 22 European nations. Data were extracted from two large databases, EUROSTAT and the European Social Surveys (ESS Round 4), and merged using NUTS‐2 (Nomenclature of Statistical Territorial Units) regions as the unit of analysis. Controls are incorporated for level of economic development, education, and measures of economic strain. The results of a multiple regression analysis demonstrated that controlling for the other constructs in the model, religiousness is associated with lower suicide rates, confirming the hypothesis. Even in secularized European nations, where there is a relatively weak moral community to reinforce religion, religiousness acts as a protective factor against suicide. Future work is needed to explore the relationship in other culture zones of the world.