Are Catholics more inclined to violate social norms than Protestants? A tentative answer is yes due to this confession's attitude towards absolution of sins. Opportunities existed for Christians around Reformation times, for example as sales of indulgences. Catholics and Protestants arguably differed historically in their understanding of whether penitence is feasible or not, resulting in different conditions under which Catholics and Protestants decide in situations of social exchange. This is illustrated by ethical game theory and exemplified by historical data. The analysis points to the tentative suggestion that religious socialisation can affect social payoffs of crime and social trust in a long‐term perspective.