Mystery religions, mystery cults, sacred mysteries or simply mysteries (Greek: μυστήρια), were religious schools of the Greco-Roman world for which participation was reserved to initiates (mystai). The main characteristic of these religious schools was the secrecy associated with the particulars of the initiation and the ritual practice, which may not be revealed to outsiders. The most famous mysteries of Greco-Roman antiquity were the Eleusinian Mysteries, which predated the Greek Dark Ages. The mystery schools flourished in Late Antiquity; Emperor Julian, of the mid-4th century, is believed by some scholars to have been associated with various mystery cults—most notably the mithraists. Due to the secret nature of the schools, and because the mystery religions of Late Antiquity were persecuted by the Christian Roman Empire from the 4th century, the details of these religious practices are derived from descriptions, imagery and cross-cultural studies.

Justin Martyr in the 2nd century explicitly noted and identified them as "demonic imitations" of the true faith; "the devils, in imitation of what was said by Moses, asserted that Proserpine was the daughter of Jupiter, and instigated the people to set up an image of her under the name of Kore" (First Apology). Through the 1st to 4th century, Christianity stood in direct competition for adherents with the mystery schools.

The English word 'mystery' originally appeared as the Ancient Greek plural Mustḗria 'the Mysteries', and developed into the Latin mysterium, where the English term originates. The etymology of the Greek mustḗrion 'revealed secret' is not entirely clear, though scholars have traditionally thought it to have derived from the Greek múō 'to close, shut; to be shut (especially of the eyes)' (chiefly referring to shutting the eyes, hence one who shuts their eyes and is initiated into the mysteries). Hittite scholar Jaan Puhvel suggests that the Greek term derives from the Hittite verb munnae 'to conceal, to hide, to shut out of sight'.

Mystery religions formed one of three types of Hellenistic religion, the others being the imperial cult, or the ethnic religion particular to a nation or state, and the philosophic religions such as Neoplatonism.^{[citation needed]}

This is also reflected in the tripartite division of "theology"—by Varro—into civil theology (concerning the state religion and its stabilizing effect on society), natural theology (philosophical speculation about the nature of the divine), and mythical theology (concerning myth and ritual).^{[citation needed]}

Mysteries thus supplement rather than compete with civil religion. An individual could easily observe the rites of the state religion, be an initiate in one or more mysteries, and at the same time adhere to a certain philosophical school. Many of the aspects of public religion such as sacrifices, ritual meals, and ritual purification were repeated within the mystery, but with the additional requirement that they take place in secrecy and be confined to a closed set of initiates. The mystery schools offered a niche for the preservation of ancient religious ritual, which was especially in demand by the time of the late Roman Empire, as cultic practices supported the established social and political orders instead of working against them; numerous early strands of Judaism and Christianity, for instance, appeared in opposition to such conditions, whereas the mystery cults, by their very nature, served to strengthen the status quo.

For this reason, what evidence remains of the older Greek mysteries has been understood as reflecting certain archaic aspects of common Indo-European religion, with parallels in Indo-Iranian religion. The mystery schools of Greco-Roman antiquity include the Eleusinian Mysteries, the Dionysian Mysteries, and the Orphic Mysteries. Some of the many divinities that the Romans nominally adopted from other cultures also came to be worshipped in Mysteries; for instance, Egyptian Isis, Persian Mithras from the Mithraic Mysteries, Thracian/Phrygian Sabazius, and Phrygian Cybele.

In Plato's Meno, the character Meno had intended to leave Athens "before the mysteries", but agrees to stay longer so as to extend his discussion with Socrates about whether virtue can be taught.