Previous research located two opposite findings and frequently used threat perceptions and value-support to explain the relationship between religiosity and attitudes toward immigrants: Religious individuals have negative attitudes toward immigrants because they support conservative values and feel threatened by unfamiliar groups. Second, they are open toward immigrants because they integrate prosocial and altruistic teachings of religion into their daily lives. Both lines have been confirmed repeatedly, which is puzzling. I argue that we need to consider all three factors (religiosity, value-support, threat perceptions) simultaneously and explore their mutual interactions. In this study, I test this line of argumentation empirically with data from the European Social Survey (Round 7). The analyses reveal that religiosity has the weakest direct effect on attitudes toward immigrants. Threat perceptions, on the other hand, have the strongest direct effects, followed by value-support. However, religiosity affects the attitudes toward immigrants indirectly via threat perceptions. These findings highlight that religiosity, value-support, and threat perceptions are closely linked and need simultaneous consideration to make reliable claims about their effects.