Over the past fifteen years, the Nigerian government has stopped many young migrant women from trying to leave the country, identifying them as victims of human trafficking and referring them to a federal antitrafficking agency for protection and rehabilitation. Relatively few women accept these interventions outright, due in part to ingrained suspicion of state officials and institutions. This article uses ethnographic research from one state‐run shelter where these would‐be migrant women were detained to examine how state counselors there justified their actions and how migrant women interpreted them. Where the moral authority of the state has been depleted, it shows how shelter staff urged residents to find trust in government through trust in God, and how women in turn made claims on the state through religious idioms of conversion and salvation. Ultimately, it demonstrates how ad hoc relationships of governance are forged in one fervently contested encounter between citizens and the state in Nigeria.