Many a member of the ruling class in the early modern Ottoman Empire was a Christian born Muslim. After being enslaved either as captives from outside the borders of the empire or as “collected boys” (devşirme oğlanları) from among the Christian communities in Anatolia, the Balkans, and the Caucasus, these royal servants had to convert to Islam. We do not know much about their relationship with their religious identity (or identities) as they did not leave behind much written material to shed light on this question. Two early modern East European captive-turned-Ottomans, Albertus Bobovius/Ali Ufki and İbrahim Müteferrika, and their writings on topics that touch upon religion present us with a somewhat rare opportunity to discuss this question, as well as the way in which this question has been approached by scholars in the twentieth and twenty-first centuries. Using some previously neglected evidence among their writings, this paper argues that contrary to the arguments of their modern scholarly interpreters, early modern captive-turned-Ottomans were neither attracted to Islam even before they were captured nor kept longing for an opportunity to return to Christendom to experience their original religion freely. Albertus Bobovius/Ali Ufki continued his engagement with Christianity both as a composer of Christian spiritual music and a translator of Christian holy texts. Yet he also composed Muslim spiritual music and displayed in his writings a very engaged attitude toward Islam as well. As for İbrahim Müteferrika, his Treatise on Islam (Risale-i İslamiye, 1710) is very far from documenting his rational attraction to Islam. It is instead a text that is trying to boost the morale of its Muslim readers in the aftermath of the disastrous Treaty of Karlowitz (1699). As suggested by various pieces of contemporary evidence, both Albertus Bobovius/Ali Ufki and İbrahim Müteferrika seem to have been able to feel at home both within their Christian and Muslim circles. The findings of this paper suggests that their modern interpreters could simply not imagine the possibility of the kind of ease with which these early modern Ottomans could cross different religious registers and feel equally at home in whichever one they found themselves in. This is likely the result of the impact of colonialism/Orientalism and nationalism on the modern understanding of religious identity.