Using data from Wave 3 of the Chicago Health and Life Experiences of Women (CHLEW) study (N = 699), we explored whether religiosity and spirituality were associated with risk of hazardous drinking, drug use, and depression among sexual minority women (SMW; i.e., lesbian, bisexual) and possible differences by race/ethnicity. Participants were more likely to endorse spirituality than religiosity, and endorsement of each was highest among African American SMW. We found no protective effect of religiosity or spirituality for hazardous drinking or drug use. An association initially found between identifying as very spiritual and past-year depression disappeared when controlling for help-seeking. Among SMW with high religiosity, African American SMW were more likely than White SMW to report hazardous drinking. Latina SMW with higher spirituality were more likely than White SMW to report drug use. Results suggest that religiosity and spirituality affect subgroups differently, which should be considered in future research on resiliency among SMW.