The relation between religiousness and prejudice has been the topic of a large research literature, yet this was so far mostly limited to Western societies with a Christian heritage. Using global data from the 6th wave of the World Values Survey, this study compared the religiousness-prejudice relationship between adherents of monotheistic and non-monotheistic religions. Focusing on inter-religious prejudice we examined whether theological exclusivism moderated this relationship. Using multi-group structural equation modeling, no support was found for the expected divide between religious groups. Religious identity, belief, and practice each related differentially to prejudice across the religions. Exclusivism was more consistently negatively related to prejudice and moderated the relation with religious identity for Orthodox Christians and Buddhists. We conclude that religious attitudes or orientations (i.e., how people believe) are more important to understand prejudice towards religious others than religious traditions or multiple dimensions of religiosity (i.e., what and how strongly they believe).