This paper analyzes the relationship between religion and innovation in Europe. To the best knowledge of the authors, no paper has been published about the association of religion with innovation and innovative products and services, at an individual level, for all the countries that belong to the European Union. This is the main goal of our paper. The results show that the orientation of innovativeness depends on religion. This study contains a segmentation of the main religions in Europe, taking into account their innovative profile. Connecting the characteristics of the religious segments found and the innovations life-cycle concept, companies have a tool to manage different innovations’ evolutive stages taking into consideration the religion of their customers. The European policy-makers, still dominated by a traditional innovation approach, gain a demand-side perspective to improve citizen’s innovativeness awareness and acceptance. Finally, religiosity does not seem to have a very strong relationship with attitudes towards innovation once we control for religious affiliation.