The positive relationship between religion and well-being has been long established and supported by psychological research. However, this has been largely restricted to quantitative approaches. Quantifying and defining religion is complex; the literature makes use of a large variety of religiosity measures and offers many definitions of religion. Existing research focuses on establishing the nature of the relationship between religion and well-being in statistical terms. This paper uses semi-structured interviews to allow eleven participants to provide their own construction of religion which can then be considered in relation to well-being. Using discourse analysis in the responses to the questions, ‘Are you religious?’, ‘Is there a relationship between religion and well-being?’ and ‘Does the Church provide a support network?’ this paper aims to shed light on how people themselves view this relationship. Constructing a religious identity presents a challenge to participants who offer lists of attributes and then makes modifying statements. The existence of a relationship between religion and well-being is confirmed and supported with the presentation of evidence. The role of the Church as a support network is either confirmed and supported with evidence, or rejected. The rejection of the Church as a support network is dealt with making other features of religion more salient and the provision of evidence to support the claims that participants find their support from this other feature.