Background There is a lack of religiosity studies in China especially in relation to mental health and suicidality. In this research, we focus our studies on medical workers of which some studies reported to have higher stress, and to pilot our studies in this adult age-group. Data and Methodology Data were obtained by a questionnaire survey in a large public hospital in a big metropolitan city of China. The final sample consisted of 1012 respondents with 237 (23.4%) being male and 775 (76.6%) being female. The respondents were of three groups: (1) Believers (n = 34; 3.5%); (2) Non-Believers or Atheists (n = 547; 55.8%); and (3) Agnostics or Fence-Sitters (n = 400; 40.8%). Suicidality was measured by the NCS-Suicidality Scale, and standard measures were employed for other major variables. Findings In line with other recent studies in China, the religion rate among the urban adults remained low (3.5%). However, about 40.8% of the respondents chose “don’t know” and could be fence-sitters on the issue of religious belief. Many of them are involved in various folk beliefs which may not be considered as religious. The religious believers were at higher risk of suicidality and depression than the atheists and the fence-sitters. However, the fence-sitters were higher than the believers and atheists on psychological strains, and they were higher on depression compared to the atheists. Conclusion The religious believers and religious fence-sitters have higher psychopathologic risks and suicidal risk than the atheist group. Religion as of low prevalence in Chinese societies is a social value deviant from the norm and its practitioners are likely to be marginalized or stigmatized. The Strain Theory of Suicide is used for detailed explanations.