Although most people aspire to be happy, the extent to which people pursue or idealize experiencing high levels of happiness does differ according to sociocultural context. This study was designed to elucidate which societal and cultural indicators are the most conducive to fostering high levels of happiness idealization. To accomplish this goal, we sourced data from 11,170 participants residing in 43 different countries. We utilized machine learning (random forests approach) to examine how well an array of 18 different societal and cultural-level indicators predicted country level happiness idealization. We found that cultural religiosity was the strongest indicator of the idealization of happiness. Greater cultural religiosity was associated with reduced happiness idealization across four different styles of happiness. These findings support the idea that the extent to which happiness is pursued varies considerably according to sociocultural context and highlights the need to consider variation in the idealization of happiness.