Religious coping has a constant association with mental health when dealing with distressing events in life. In this case, the religious coping theory of Pargament can be a theoretical model for mental health during the COVID-19 pandemic. This article aims to investigate how positive religious coping can help us to overcome a negative life event. This theoretical study tried to find positive models of religious coping approaches, develop a concise measurement of these religious coping approaches, and investigate their effects on mental health in difficult situations. We reviewed the psychological impact of the pandemic, specifically negative psychological effects, e.g., fear of getting sick, anxiety, and distress. The article presents an effectual, theoretically suggestive way to assimilate religious aspects into patterns and studies of coping, stressors, and mental health. This paper argues that religious coping can help us to overcome mental stress during a difficult situation.