This article discusses conversion to Protestantism in the Zapotec communities of the State of Oaxaca in Southern Mexico. Conversion to Protestantism in these predominantly Catholic villages has a rupture effect on converts’ relationships with their families as well as the Catholic majority. This transformation can be interpreted as a ‘social cost’, which influences religious choices made by individuals and the sustainability of their new religious affiliations. The cost is generally higher for native villagers than for migrants to the communities. Focusing on the adverse effects of conversion and scrutinising the choices of individuals who do not convert or who return to their previous faith contributes to a more nuanced understanding of religious change. The process is often far more complex and multi-directional at the local level than macro-level trends of rapid Protestant growth suggest.