Freud was clear in his view that religion had no place in the consulting room, where the aim was to replace illusion with reality. More recently, many psychotherapists have become open to the possibility that religion and spirituality are welcome in psychotherapy. This paper presents clinical examples of what can happen when religion is allowed in the consulting room. The author uses the concept of the Winnicottian play space along with more recent thinking about play and playing along to consider what may be required to deal usefully with religious material in therapy and why this may prove difficult for some clients and some client-therapist dyads. She suggests that this difficulty, when faced, may be a source of insight.