This paper aims to identify the determinant factors in using agricultural insurance and to provide evidence that religion matters, in addition to the institutional and economic ones, plays an explanatory role in agricultural insurance demand for American and European countries in the period 2000-2012.The study adopts a logistic regression modeling technique with 276 cross section observations. The research results show that the agricultural insurance demand is a multidimensional function, which depends on: i) premiums of agricultural insurance, ii) subsidies of agricultural premiums, iii) cultivated surface; iv) education level of farmers, v) yield risk, and vi) religion.