Religious worldviews often provide comfort near the end of life, but they can cause distress if life circumstances are perceived as evidence of God's disfavor. This study, the first to test terror management theory (TMT) with terminally ill participants, examined the hypothesis that concerns about death mediate the relationship between religious struggle (and religious comfort) and depression in the terminally ill. Ninety-eight patients with end-stage congestive heart failure (CHF) completed measures of religious comfort, religious struggle, belief in an afterlife, concerns about death, and depression. In separate hierarchical linear regression models that controlled for degree of belief in an afterlife, death concerns fully mediated the relationships between religious struggle and depression and between religious comfort and depression. These findings suggest that religious struggle is a breakdown in the terror management system that leaves the individual vulnerable to the terror of death, and that properly functioning religious worldviews offer comfort by buffering the individual against death concerns.