Beginning in the late 17th century, French missionaries brought Roman Catholicism to what is now Missouri; the first permanent Roman Catholic church was built about 1755 at St. Genevieve. Immigration from Germany, Ireland, Italy, and Eastern Europe swelled the Catholic population during the 19th century and Roman Catholicism remains the largest single Christian denomination today, though the Evangelical Protestants collectively outnumber Catholics. Baptist preachers crossed the Mississippi River into Missouri in the late 1790s, and the state's first Methodist church was organized about 1806. Immigrants from Germany included not only Roman Catholics, but also many Lutherans, the most conservative of whom organized the Lutheran Church—Missouri Synod in 1847.

In 2000, Missouri had 856,964 Roman Catholics. The 2nd-largest single religious groups were the principal Protestant denominations of the Southern Baptist Convention, with 797,732 adherents; the United Methodist Church, 226,578; the Lutheran Church—Missouri Synod, 140,315; and the Christian Church (Disciples of Christ), 105,583. The same year, the estimated number of Jews was 62,315 and Muslims numbered about 19,359. About 2.7 million people (48.3% of the population) were not counted as members of any religious organization.