Several empirical investigations have found positive correlations between religiousness and happiness and this is typically seen as a proof of a universal beneficial effect of religion. Yet most studies were done in the USA and the balance of effects may be different in other countries, in particular in countries where the social and economic functions of churches are less prominent and where believers are in the minority. This hypothesis was checked in an analysis of the World Values Survey in three countries: the USA, the Netherlands and Denmark in 2000. Seven self report indicators of religiousness were used. Happiness was measured using a single question on life-satisfaction. The correlations between religiousness and happiness appear to be positive but weak. The correlations are stronger in the USA (average + 0.13, most significant) than in The Netherlands (average + 0.05, none significant) and Denmark (average + 0.05, none significant).The pattern of correlation is not much different among people who might benefit more from the support of religion, such as widows. Apparently religiousness is not always a blessing.