One of the long-established routines of boarding school life at Cothill is the short walk to Dry Sandford on Sunday mornings for the traditional Anglican service that takes place in the local village church. Sermons are delivered by the school chaplain or by visiting preachers. The choir play an active role in the services, as do boys in reading the lesson or the prayers.

Boys who are Roman Catholic have the opportunity to go into Oxford on a Sunday to attend Mass. At other times during the week, the boys attend assemblies with the chaplain, and have a hymn practice on Saturdays in the main school assembly hall. Cothill welcomes boys of all faiths, or none, and there is a strong emphasis on inclusivity.

The school chaplain is fully involved in the life of the school, teaching Religious Studies whilst offering pastoral and spiritual support.

PSHE is timetabled for all boys and is delivered either by the Pastoral Head or Form Tutor. The boys' learning in this area is facilitated through discussion, explanation and example, with a focus on tolerance and kindness towards others.