The increasing attention towards the rationality of values emphasizes that peculiar kind of values that are the religious ones. Can we apply to this kind of values (and therefore to religions as social phenomena that spring from the actions of individuals) the principles of a general theory of rationality (Boudon, 2003)? The fact that these values are connected to the doctrines of salvation that are conveyed by specific institutions do poses some decisive questions about the autonomy of subjects towards all the different options, doesn’t it? In the following article the answer to these questions is investigated through the reconstruction of the explications of religious beliefs in the work of Max Weber. Starting from his individualist and comprehensive epistemology we come to specify the different forms of rationality that work behind the choices of the subjects that join religious beliefs and as well as the doctrines of salvation.