In the present study, we examined how the religiousness of European (Belgian) Muslim immigrants is related to multiple collective identities (origin, new country, European, and cosmopolitan), attachment to one (origin or new) or both cultures, and acculturation as a process realized through a variety of domains in personal and social life. Two groups were included: young Muslims born of immigration from Muslim (Mediterranean) countries and, for comparison, young non-Muslims born of immigration from other countries. In both groups, high religiousness predicted attachment to origin identity and culture; low religiousness and religious doubting predicted identification with the host country and acculturation. Interestingly, the religiousness of Muslim immigrants also predicted high identification as citizen of the world, whereas the religiousness of the other immigrants was related to low European identity. Finally, some discrepancy between claiming new identities and effectively experiencing acculturation was found. Interpretations are provided on both a general level (psychology of religion and immigration) and a contextual level (specific to Muslim Europeans).