The Government is facing growing calls to reopen places of worship during the lockdown.
Co-op Funeralcare said its research shows the "devastating impact" the closure of places of worship has on people, resulting in feelings of guilt and isolation.
During the first lockdown in spring, more than half of 1,700 people surveyed had to worship privately at home as venues closed, the Co-op said.
The research highlights the importance of collective worship, showing why such venues should remain open during a second lockdown, according to the report.
Co-op Funeralcare said churches, synagogues, temples and other places of worship also play an important role in communities, hosting events and groups that bring people together and provide much-needed support.
One in five of those surveyed, whose place of worship closed, said they were unable to attend the funeral of a loved one.
Sam Tyrer, managing director of Co-op Funeralcare, said: "Over the past year, we have seen just how important it is that communities come together and support one another during these devastating times.
"This research shows that, for many, places of worship are an incredibly important part of that and their closure is having a real impact on people's wellbeing.
"Whilst it is clear that tough decisions have been made to curb the spread of Covid-19, the closure of places of worship may have unintended consequences on the wellbeing of those that rely on them, particularly the bereaved.
"We urge government to consider the health and wellbeing of individuals for whom places of worship and collective worship are critical and consider allowing such venues to fully reopen safely during lockdown."