This paper focuses on the relationship of happiness and religion in transition countries. Previous research suggests that religiousness insures happiness against stressful life events and, therefore, religious people are more likely to adapt easier to idiosyncratic shocks (such as unemployment, disability, or marital separation) and feel happier during various changes. In this research I estimate an econometric model to investigate whether religiousness helps to adapt to aggregate shocks (such as reforms, various changes in political, economic, and social life) with fewer losses for the happiness. The purpose of this research is to find out whether religious orientation implies different happiness changes and, thus, different adaptation of people during reforms. I use the data from transition countries as a special case for studying both idiosyncratic and aggregate shocks to happiness. Such an analysis sheds the light on understanding the differences in happiness levels between developed market economies and transition countries, and differences in reforms implementation in transition countries.