In the last decades, biological and environmental factors related to psychosis were investigated in individuals at ultra-risk for psychosis (UHR) to predict conversion. Although religion relates to psychosis in a variety of ways, it is understudied in subclinical samples. Therefore, we assessed the interplay between religion and prodromal symptoms in 79 UHR and 110 control individuals. They were interviewed with the Duke University Religion Index and the Structured Interview for Prodromal Syndromes (SIPS). Organizational religious activity, a measure of how often someone attends churches/temples, was positively related to perceptual abnormalities/hallucinations (Spearman's rho = 0.262, p = 0.02). This relationship was replicated in a path analysis model (β = 0.342, SE = 0.108, p = 0.002), as well as a link between organizational religious activity and lower ideational richness (β = 0.401, SE = 0.105, p = 0.000) with no influence of sex, age, religious denomination, or socioeconomic class. Intrinsic religious activity was negatively correlated with suspiciousness (SIPS P2) (β = -0.028, SE = 0.009, p = 0.002), and non-organizational religious activity was correlated with higher ideational richness (N5) (β = -0.220, SE = 0.097, p = 0.023). We hypothesize that subjects with subclinical psychosis may possibly use churches and other religious organizations to cope with hallucinations. Indeed, Brazil is characterized by a religious syncretism and a strong influence of Spiritism in the popular culture. The mediumistic idea that some might be able to hear and/or see spirits is probably employed to explain subclinical hallucinations in the lay knowledge. Our results emphasize the importance of assessing religion and other region-specific aspects of various cultures when studying UHR individuals. This sort of assessment would enhance understanding of differences in conversion rates, and would help to transpose prevention programs from high-income countries to other settings.