This article is based on the spiritual life‐writing of puritan merchant and antiquarian Ralph Thoresby (1658–1725). It uses this material to explore patterns of individual devotion and contributes to our knowledge of the nature of contemporary spirituality, speaking to ongoing debates about reading practices, the nature of public and private forms of worship, and the creation of religious identities. It concludes that Thoresby’s personal devotion was fundamentally shaped by his friends, associates and the local context in which his life was embedded, yet beyond this distinctive local flavour strong similarities existed between Thoresby’s experience and that of other devout contemporaries.