It is true that believing in God (and any religious believe) relieves depression, anxiety, and many other mental disorders. Stressors affect a person, and how that person reacts to the stressor is called stress... now, how that individual perceives stress is called distress. Religiousity acts as a mediator between stress and distress.. and what causes religion to mediate stress is the various social supports that one gets from their religious institution. Let's say that Anna is very distressed from her job and three children that she has to take care of. Anna becomes depressed over the course of a few days, but then Sunday comes around, and she and her three children are off to church. Now, when she gets to church, she asks her church family to pray for her, because she is so distressed from her job. The church responds by maybe comforting her in her time of need, cooking food to take to her house, perhaps take up a special offering for her (I've seen this done many times). This is why religion relieves stress, because of the social capital she has invested with her religious institution. This, of course, is from a sociological perspective. Now, from a psychological perspective, her relationship with God may cause her to release certain hormones and natural pain killers when she prays that relieves her stress and anxiety and makes her feel better. Idk about that one, though.. psychology isn't my field of study :) One of you psychologists get on here and describe the psychology involved.