The study, published in the October issue of Psychological Medicine but online now, followed more than 8,000 people in rural and urban areas in seven countries for one year. During the research, they were each examined at six- and 12-month intervals. 

In those time frames, 10.3 per cent of religious participants became depressed, compared with 7.0 per cent for atheists and 10.5 per cent for those with a "spiritual understanding of life," the study found. 

The results also varied between country and religion. For example, spiritual participants from the U.K. were found to be more than three times more likely to be depressed than their secular counterparts.