Objective: This study aimed to explore the psychiatric symptoms and associated risk and protective factors among religious adolescents after 2-month home confinement against coronavirus disease-2019 (COVID-19) in China. Methods: 11,603 Chinese adolescents in grades 7–9 were recruited in this survey. An online survey was designed to collect the data. Participants were measured using the Patient Health Questionnaire-9 and Generalized Anxiety Disorder-7 Scale. Results: Religious adolescents showed significantly more severe depressive and anxiety symptoms compared to non-religious. 249 (2.2%) reported COVID-19 exposure. Logistic regression analysis revealed that religiosity was a risk factor for the symptoms of depression (p=0.001) and anxiety (p<0.001). Moreover, among those adolescents with religious beliefs, psychological resilience was protective in preventing depressive and anxiety symptoms. At the same time, emotional abuse, emotional neglect, and a poor parent-child relationship were risk factors. Conclusion Our finding indicates that religious adolescents easily develop depressive and anxiety symptoms, compared to non-religious adolescents. Moreover, those with emotional abuse, emotional abuse, and poor parent-child relationships are more likely to suffer from mental distress and should pay more attention to cope with their mental health.