We studied the relationships between the Importance of Religion in 200 homosexual men in Tanzania, along with Depression, Anti-gay Violence experiences (physical, verbal, moral and sexual abuse) and Internalized Homonegativity. The majority of the respondents indicated that religion was very important to them (with no difference between Christian or Muslim respondents). Data indicated that Importance of Religion was an important mediator of the impact of Anti-gay Violence on Depression score, with those reporting that religion was more important to them having a significant relationship between experience of Anti-gay Violence and Depression. These data are consistent with both seeing the anti-gay abuse of violence as a deserved punishment as argued by fundamentalist religions and with the unavailability of religion as a coping or support mechanism for anti-gay abuse or violence. We discuss the data in terms of the Importance of Religion in these men's lives for mental health (Depression and Internalized Homonegativity) and the potentially damaging impact of anti-gay religious beliefs on members of the religion who are themselves gay.