The goodness-of-fit coping hypothesis posits that problem-focused (PF) coping is particularly helpful under high controllability conditions, while emotion-focused (EF) coping is more helpful in low controllability situations. However, little research has examined whether the goodness-of-fit hypothesis applies to religious coping, a distinct set of coping resources and efforts. Further, little goodness-of-fit research has been conducted in the context of life-threatening illness. We tested coping goodness-of-fit for PF and EF as well as religious coping resources and strategies in 202 congestive heart failure (CHF) patients. Multiple regression analyses examined the extent to which each type of coping, health locus of control (HLOC) regarding their CHF, and their interactions related to subsequent depressed affect. Neither religious coping efforts nor religious resources were related to depressed affect. However, when examined in conjunction with internal HLOC, active coping and organized religious commitment were related to less depression for those higher in internal HLOC, while daily spiritual experience was related to less depression for those lower in HLOC. These results partially support the goodness-of-fit hypothesis and indicate a need to consider the perceived controllability of situations when examining the associations of religious coping resources and activities on depressive symptoms in the context of illness.