The article analyzes the similarities and differences of ethnic and religious identities, their mutual influence and cases of joint impact on society. The author explores the role of these identities in the formation of the nation state. He also examines the ethnic and religious factor in heterogeneous societies, which are characterized by the presence of a significant number of diverse cultural groups united under one government. Russia also belongs to such societies. According to the author, in the current conditions in Russia, ethnic and religious identities cannot be used as a factor in nation building. The Russian form of government is more consistent with the imperial type. States of this type see the meaning and justification of their existence in protecting their constituent peoples, maintaining peace and order among them, and ensuring their development. Therefore, policy in the sphere of managing cultural and religious diversity in Russia cannot be built upon the model inherent in nation states, because the very term “nation” and nation building practices are associated with the division of people into “us” and “them”, unification, and suppression of minorities. Nationalism in Russia has always been and remains a risky project, fraught with the disintegration of the country into several dozen ethno-national states with the prospect of a military clash between them. The research conducted by the author shows that nationalism is most often not associated with religion, acting as secular worldview. In turn, religious traditions do not need national consolidation. The experience of the existence of the church in states and cultures of different types indicates that no ethnic culture or identity of a nation has enduring significance from a religious viewpoint.