Sex differences in religion are well known, with females generally being more religious than males, and shared environmental factors have been suggested to have a large influence on religiousness. Twins from opposite-sex (OS) and same-sex (SS) pairs may differ because of a dissimilar psycho-social rearing environment and/or because of different exposures to hormones in utero. We hypothesized that OS females may display more masculine patterns of religiousness and, vice versa, that OS males may display more feminine patterns. We used a web-based survey conducted in Denmark, which is a secular society. The survey included 2,997 twins aged 20–40 years, identified through the population-based Danish Twin Registry. We applied la Cour and Hvidt's adaptation of Fishman's three conceptual dimensions of meaning: Cognition, Practice, and Importance, and we used Pargament's measure of religious coping (RCOPE) for the assessment of positive and negative religious coping patterns. Differences between OS and SS twins were investigated using logistic regression for each sex. The analyses were adjusted for dependence within twin pairs. No significant differences in religiousness and religious coping were found for OS and SS twins except that more OS than SS females were members of the Danish National Evangelical Lutheran Church and fewer OS than SS females were Catholic, Muslim, or belonged to other religious denominations. Moreover, OS males at age 12 had higher rates of church attendance than did SS males. This study did not provide evidence for masculinization of female twins with male co-twins with regard to religiousness. Nor did it show any significant differences between OS and SS males except from higher rates of church attendance in childhood among males with female co-twins.