The objective of this study was to investigate the relationship between religious coping strategies and three key variables: psychological well-being, psychological resilience, and grief intensity, in a sample of women who had experienced perinatal loss. The study was designed as a descriptive and correlational study. The study was completed by reaching 208 (approximately 68.1%) of the 305 women who experienced perinatal loss. Data were collected using the Personal Information Form, the Religious Coping Scale, the Psychological Well-Being Scale, the Psychological Resilience Scale, and the Perinatal Grief Scale. Bivariate analysis revealed a positive relationship of positive religious coping with psychological well-being and psychological resilience. Conversely, a negative relationship was found with perinatal grief and its sub-dimensions (p < 0.001). Furthermore, while there was negative correlation between women's negative religious coping and psychological well-being (p < 0.001), there was positive correlation between the total scale score of perinatal grief (p = 0.034) and its subscale, difficulty in coping (p = 0.003). Concurrently, the regression analysis revealed that positive religious coping was a significant predictor of enhanced psychological well-being and resilience in women, while concurrently mitigating perinatal grief (F = 281.515, p < 0.001). The study revealed that religious coping strategies employed by women who had experienced perinatal loss led to an enhancement in their psychological well-being and resilience, as well as a favorable impact on their ability to cope with perinatal grief.