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• Studies suggest that people with stronger religious beliefs are more vaccine hesitant. • Research on religiosity (prayer frequency) and vaccine hesitancy across Europe is limited. • People aged 50 + in 27 European countries were more vaccine-hesitant when praying frequently. • Future studies should examine differences in religious belonging and its relation to vaccine hesitancy. Differences in levels of vaccine uptake have emerged across Europe, and this may partly be explained by religious beliefs. Our aim is to study the association between religiosity, measured by prayer frequency, and vaccine hesitancy, and to examine how this association varies across European countries and regions. This study was based on 42,583 adults aged 50 years and above from 27 European countries in the Survey of Health, Ageing and Retirement in Europe (SHARE), waves 1–8, and the 2nd SHARE COVID-19 Survey. Logistic regression models were used to investigate the associations. Participants were more likely to be vaccine-hesitant when praying 'weekly or less' (odds ratio (OR) 1.32 95 % confidence interval (CI) 1.23–1.42) or daily (OR 1.78 95 % CI 1.65–1.92). Praying 'weekly or less' was associated with increased vaccine hesitancy in Southern Europe (OR 1.48 95 % CI 1.17–1.87) and Central and Eastern (OR 1.35 95 % CI 1.24–1.47) Europe, while daily praying was associated with vaccine hesitancy in Western (OR 1.77 95 % CI 1.51–2.08), Southern (OR 1.30 95 % CI 1.03–1.64), Central and Eastern (OR 1.89 95 % CI 1.73–2.06) and Northern (OR 2.75 95 % CI 1.54–4.89) Europe. These findings provide support for an association between daily prayer frequency and COVID-19 vaccine hesitancy, with a consistent pattern across European regions. [ABSTRACT FROM AUTHOR]