ABSTRACT Although Christian migrant groups make up a sizeable part of the immigrant population in Europe, little is known about their religiosity. This paper studies patterns of intergenerational change and proposes and tests hypotheses that specify when and why changes across generations are stronger. Using data from the European Social Survey (2002–2018) on 33 European countries, it is found that there is a strong pattern of intergenerational decline in the level of religiosity among Christian migrant groups in Europe. This process of religious decline is by no means universal. Results show that children from two foreign-born parents are much more religious than children from intermarried (foreign-born and native) couples. We also observe that intergenerational decline is much less pronounced in European countries that are more religious. Finally, when Christian migrant groups belong to a religious minority group, this is associated with higher levels of religiosity in both the first and second generation. It is argued that these insights can explain the ‘puzzling’ strong intergenerational religious transmission among Muslim migrant groups in Western European societies.