Abstract Background COVID 19 mortality risk is associated with demographic and behavioural factors; furthermore religious gatherings have been linked with the spread of COVID. We sought to understand the variation in the risk of COVID 19 related death across religious groups in the UK both before and after lockdown. Methods We conducted a retrospective cohort study of usual residents in England and Wales enumerated at the 2011 Census (n = 48,422,583), for risk of death involving COVID-19 using linked death certificates. Cox regression models were estimated to compare risks between religious groups. Time dependent religion coefficients were added to the model allowing hazard ratios (HRs) pre and post lockdown period to be estimated separately. Results Compared to Christians all religious groups had an elevated risk of death involving COVID-19; the largest age adjusted HRs were for Muslim and Jewish males at 2.5 (95% confidence interval 2.3-2.7) and 2.1 (1.9-2.5), respectively. The corresponding HRs for Muslim and Jewish females were 1.9 (1.7-2.1) and 1.5 (1.7-2.1). The difference in risk between groups contracted after lockdown. Those who affiliated with no religion had the lowest risk of COVID 19 related death before and after lockdown. Conclusion The majority of the variation in COVID 19 mortality risk was explained by controlling for socio demographic and geographic determinants; however, Jews remained at a higher risk of death compared to all other groups. Lockdown measures were associated with reduced differences in COVID 19 mortality rates between religious groups, further research is required to understand the causal mechanisms.