This paper affirms the central role of religion in Adam Ferguson's practical thought by offering a new reading of his view on the interrelations between true religion, science, moral progress, and immortality. Fergusonian true religion, it is shown, originates in the understanding of wise, benevolent Providence which the physical and moral sciences offer when they become comprehensive. This understanding, in turn, grounds a neo-Stoic religious ethic. Having true religion then means: knowing the providential order, and virtuously acting upon a proper understanding of one's place, potential, and limits in this order. For Ferguson, it is argued, it is each individual's own responsibility to morally progress on the basis of true religion. The paper thus opposes interpretations of Ferguson's view of moral progress as the irreversible result of the species’ ever-increasing insight in the details of nature as a providential order. Human societies can only offer a fertile backdrop that enables individuals to live rationally and virtuously. The highest possible degree of human moral-religious progress is to be realized in the afterlife – if the individual has lived sufficiently virtuously on earth so as to merit entrance to the afterlife's progressive scene. Nevertheless, Ferguson's focus remains firmly on religion's value for this life.