Minnesota's first Christian church was organized by Presbyterians in Ft. Snelling in 1835; the first Roman Catholic church, the Chapel of St. Paul, was dedicated in 1841 at a town then called Pig's Eye but now known by the same name as the chapel. Immigrants arriving in subsequent decades brought their religions with them, with Lutherans and Catholics predominating.

As of 2000, Protestant groups were predominant with the largest denominations being the Evangelical Lutheran Church in America, 853,448 adherents; the Lutheran Church—Missouri Synod, 203,863 adherents; and the United Methodist Church, 117,990 adherents. Other Lutheran, Presbyterian, and Baptist denominations were also somewhat prominent. The Episcopal Church had 30,547 adherents. The Church of Jesus Christ of Latter-Day Saints (Mormons) had about 20,000 members. There were about 42,000 adherents to Judaism and 12,300 adherents of Islam. Over 1.8 million people (about 38.3% of the population) were not counted as members of any religious organization.

Minnesota is the headquarters for three national Lutheran religious groups: the American Lutheran Church, the Church of the Lutheran Brethren, and the Association of Free Lutheran Congregations.