In contrast to the prevailing preconception, Christian females engage in polygyny in most of sub-Saharan Africa. Based on individual-level data provided by the Demographic and Health Survey (2000, 2004, 2010) in Malawi, this study explores whether Christian identity reduces the likelihood that females enter into polygyny. To address the endogeneity associated with this identity, the analysis adopts an instrumental variable (IV) approach by exploiting the unique setting of a Christian mission dating back to the late 19th century. Exposure to the mission, measured by geographical distance to the influential mission station, Livingstonia, enabled the indigenous population to gradually convert to Christianity. This is particularly true for the local population not belonging to the Yao, an ethnic group that was largely proselytized into Islam because of their historical connection with the Arabs. Using the distance-ethnicity (non-Yao) interaction as an IV for women's Christian identity, with numerous historical, geographic, and climate controls, this study discovers that compared to those practicing other religions (Islam and other) or no religion, Christian females are indeed less likely to form polygynous unions. This study also provides some evidence suggesting that the Christianity effects are more evident in a society at a more primitive stage of development.