There has been a remarkable decline in the number of Catholics in Brazil over the last few decades, a fact that is attributed to the growth of Pentecostal churches and to an increase in the number of people with no religious affiliation. We analyzed the age, period, and cohort effects associated with religious affiliation in Brazil from 1980 to 2010, applying the Hierarchical Age-Period-Cohort and Cross-Classified Random Effects Model. We observed that age effects were significant but low for Catholics and Pentecostals, and were substantial for those with no religious affiliation, with a negative relationship. For these first two religious affiliations, period effects were of greater magnitude with clear trends: negative for Catholics and positive for Pentecostals. Cohort effects were significant for all three affiliations, but magnitudes were lower than the other two effects. We also verified that the likelihood of being a Pentecostal decreased with formal education, and the opposite occurred for persons with no religious affiliation. These effects, however, were smaller for younger cohorts, possibly due to the reduced social selectivity of recent students pursuing higher education and the increase in overall levels of education.