Religious communities have traditionally served as significant sources of community support. This paper delves into the intricate relationship between natural disaster risk and religiosity at the county level in the United States, with a specific emphasis on understanding the distinct responses observed in certain denominations, notably Evangelical Protestants. Leveraging a comprehensive dataset that encompasses the expected annualized frequency of disasters and their corresponding economic losses, my findings reveal a noteworthy positive correlation between various types of natural disaster risks and the number of adherents per capita for Evangelicals. To further explore the time dimension, I incorporate a dataset documenting the historical number of tornado activities spanning from 1955 to 2020. The results indicate a positive correlation between the change in the number of adherents per capita and the actual number of tornado activities during the specified period within counties. On the intensive margin, compared to other Christians, Evangelicals are more likely to attend churches when their counties are hit by tornadoes, while their religiosity remains unchanged. One potential mechanism suggests that the impact of disaster risks is mitigated in counties with a higher concentration of deposits and financial institutions.