We examined the relation between church attendance, membership in the Church of Jesus Christ of Latter-Day Saints (LDS), and major depressive episode, in a population-based study of aging and dementia in Cache County, Utah. Participants included 2,989 nondemented individuals aged between 65 and 100 years who were interviewed initially in 1995 to 1996 and again in 1998 to 1999. LDS church members reported twice the rate of major depression that non-LDS members did (odds ratio = 2.56, 95% confidence interval = 1.07–6.08). Individuals attending church weekly or more often had a significantly lower risk for major depression. After controlling for demographic and health variables and the strongest predictor of future episodes of depression, a prior depression history, we found that church attendance more often than weekly remained a significant protectant (odds ratio = 0.51, 95% confidence interval = 0.28–0.92). Results suggest that there may be a threshold of church attendance that is necessary for a person to garner long-term protection from depression. We discuss sociological factors relevant to LDS culture.