In the reform era, China appears to be caught in a contradictory dual process – the entrenchment of secular values and simultaneously, the notable revival of all forms of religion. However, the existing literature has achieved limited success theorizing how the thriving of faiths constitutes, and co-evolves with, secular modernity and capitalism. This article contributes to this re-theorization by bringing migration, labour and industrial capitalism to bear on faith and religious practices. Our empirical study in Shenzhen focuses on the formation of rural-to-urban migrant workers’ Christian faith. We examine the ways in which migrant workers manoeuvre religion as a cultural, symbolic and discursive resource to come to terms with, but also sometimes to question and counteract, the double exploitation enforced by state regulation and labour relations. In the meantime, however, this article also argues that migrants’ efforts in self-transformation through the discourses of benfen and suzhi, and their theologically mediated interpretation of alienation, labour exploitation and social inequality, overlap with, and reinforce, the agenda of producing docile, productive bodies of migrants, an agenda endorsed by the state–capital coalition. This research opens new opportunities for theorizing how capitalist secularity and religious orientation implicate one another in the current Chinese society.