“The church appears to play a very important social role in keeping depression at bay and also as a coping mechanism during periods of illness in later life,” Mauricio Avendano, an epidemiologist at LSE and an author of the study, said in a statement. “It is not clear to us how much this is about religion per se, or whether it may be about the sense of belonging and not being socially isolated.”

Researchers looked at four areas: 1) volunteering or working with a charity; 2) taking educational courses; 3) participating in religious organizations; 4) participating in a political or community organization. Of the four, participating in a religious organization was the only social activity associated with sustained happiness, researchers found.

The study analyzed 9,000 Europeans who were older than 50. The report that studied older Europeans also found that joining political or community organizations lost their benefits over time. In fact, the short-term benefits from those social connections often lead to depressive symptoms later on, researchers say.