In 2010 the Institute of Ethnology of the Slovak Academy of Sciences completed a research project on the effects of various religious missions on social change and the social inclusion of Roma in Slovakia — the SIRONA Project (Social Inclusion of the Roma by the Religious Pathway). The article first discusses methodological approaches to studying subjective perceptions of social change. Then the authors identify the mechanisms influencing the effectiveness and ineffectiveness of social change, among others the importance of pastoral discourse and its potential to be pro-exclusive, or pro-inclusive. Religious change is discussed from the perspective of social theories of social capital, social networks and social bonds. The paper reaches the conclusion that religious change has very strong potential to bring about social change which, although only in some cases, can lead also to social inclusion.