Modern value survey methods give new possibilities to investigate Max Weber’s classic question about the effect of religion on the economic system. It is now possible to follow the whole causal chain from religion to attitudes and from attitudes to economic behaviour, and not just to correlate religion with the final result. This paper investigates the causal chain statistically using a Danish sample of mainly Muslim immigrants. The conclusion is that a clear link is found from attitudes to economic behaviour patterns, whilst the link from religion to attitudes seems less obvious. The country of origin seems from the investigation to be far more important in determining the attitudes held by an individual than that person’s religious beliefs.