Objective: Personality has long been assumed to be a cause of religiosity, not a consequence. Yet, recent research suggests that religiosity may well cause personality change. Consequently, longitudinal research is required that examines the bi-directionality between personality and religiosity. The required research must also attend to cultural religiosity—a critical moderator in previous cross-sectional research. Method: We conducted four-wave, cross-lagged panel models assessing the bi-directional effects between religiosity (measured as religious attendance) and the Big Five personality traits over 12 years in 14 samples (N_total = 44,485). Each sample used population-representative data from a different German federal state—states that vary widely in religiosity. Results: The findings were the following: (1) Agreeableness, openness, and conscientiousness were associated with changes in religiosity, with the latter two effects being culture-contingent. (2) Religiosity was associated with changes in agreeableness and openness, with the latter effect being culture-contingent. (3) The cross-lagged effects of personality on religiosity were overall stronger than the reverse effects. Conclusions: The directionality between the Big Five and religiosity seems to go both ways and culture matters for those effects. We discuss the power of religiosity to alter personality and the role of culture for this effect and for personality change more generally.