Although Catherine Trotter, later Cockburn, has begun to receive increased critical attention, the role of religious themes in her writing remains largely unexplored. A key tendency in critical accounts, in fact, has been to ally her with the secular contractarian philosophy of John Locke, whom she defended in print. Biographical evidence suggests, however, that Trotter was not unconcerned with religious questions; raised an Anglican, she converted to Catholicism in her youth and returned to the Church of England in her early thirties. Her later philosophical works remain preoccupied with theological issues, notably voluntarism. This article proposes that we can identify religious concerns in Trotter’s early plays by recognizing how her tragedies dramatize cases of conscience. Her characters often struggle to accept the binding nature of vows and question the power of private conscience to govern conduct. In The Unhappy Penitent (1701), the influence of the Catholic casuistical tradition is seen as Trotter casts doubt on the adequacy of private moral judgment, suggesting that individuals will judge right only when aided by an authoritative and external guide. Emphasizing the tragic consequences that follow from pursuing one’s interests, the dramas qualify assessments of Trotter that align her modernity with secularity.