Too often, ancient persons have been seen as uncritically religious. From such perspective, leaving religion in Antiquity is deemed to be a theme of no importance. In this chapter, the notion that more or less everyone in Antiquity were religious is challenged. We first try to understand how such a perspective has evolved. After a reflection of recent trends in the sociology of religions, the need of rethinking the above-mentioned perspective is argued for. As a case study, Euripides’s drama Heracles is discussed. We suggest that the study of this drama and of other important texts and artifacts might prosper from a new look in which leaving religion is a reasonable perspective among others hitherto established ones.