In recent decades, scholars and practitioners alike have devoted increased attention to the psychological well-being of student-athletes. However, to date, far less research has examined the role of virtues, religion, and spirituality in contributing to well-being in student-athlete populations. In this study, we attempt to address these gaps by (a) assessing the association between trait courage, an understudied virtue in the sporting realm, and mental well-being, and then (b) considering how student-athletes' attachment to God might moderate the association between trait courage and depressive symptoms. Drawing on a sample of 415 student-athletes from the USA, regression results illustrate that courage was not significantly associated with lower depressive symptoms among student-athletes. However, a secure attachment to God appeared to function as a compensatory resource for student-athletes lacking in courage. On the contrary, athletes with low trait courage but who reported greater avoidant attachment to God reported greater depressive symptoms. Taken together, a more positive relationship with God could help provide athletes with lower trait courage a way to find meaning and strength that helps them with emotion-regulation strategies to deal with the pressures within and beyond their sport. This study clearly shows that greater attention should be paid to the religious and spiritual development of student-athletes.