Religious beliefs have been associated with happiness, but psychologists Shariff and Aknin (PLOS ONE) take a more disaggregated look:

They construct life satisfaction and daily affect measures from the Gallup World Poll and put it together with country-level beliefs in Heaven and Hell from the World Values Survey and the European Values Survey. Believing in Heaven is associated with greater well-being, believing in Hell with lower. This cross-national comparison shows the relationship between aggregate measures of daily well-being and “the percentage of population that believes in Heaven minus percentage that believes in Hell”:

There are also some regression results controlling for some things.

What is the causality? Shariff and Aknin also conduct an experiment on Amazon’s Mechanical Turk: People primed to think of Hell by writing a short paragraph about it reported lower happiness and positive emotions and higher sadness, fear and negative emotions afterwards compared to people writing about Heaven or an unrelated topic. The Heaven group or the control group did not differ from each other.

H/t: Kevin Lewis