Using a sample of 248 ninth and tenth grade students at public high schools, we examined adolescents’ perceptions of family connectedness, intrinsic religiosity, and adolescents’ gender in relation to depressed mood and whether intrinsic religiosity and gender moderated the association of aspects of family connectedness to adolescent depressed mood. Using hierarchical multiple regression analyses we tested models separately for three forms of family connectedness (overall family cohesion, mothers’ support, and fathers’ support), intrinsic religiosity, and depressed mood. In each model, family connectedness was negatively associated with depressed mood. Intrinsic religiosity was not significantly associated with depressed mood. However, in the mothers’ support model, both a two-way interaction (mothers’ support × intrinsic religiosity) and a three-way interaction (adolescents’ gender × mothers’ support × intrinsic religiosity) were significantly related to depressed mood. In the two-way interaction, higher intrinsic religiosity was a moderator, strengthening the association between mothers’ support and depressed mood. In the three-way interaction, gender differences were found. For boys, high intrinsic religiosity strengthened the association between mothers’ support and depressed mood. Among girls, when mothers’ support was low, intrinsic religiosity provided an additional source of connectedness in protecting against depressed mood. Our findings show that connectedness in overall family systems, mother–adolescent subsystems, and father–adolescent subsystems are all important to emotional resilience in adolescents by protecting against depressed mood. Future studies of adolescent religiosity may benefit from including diverse forms of family connectedness in understanding the protective processes provided by aspects of religiosity in promoting adolescents’ emotional resilience.