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Although from several of his comments in his Miscellany Mesny would appear to have remained a God-fearing Christian, at one point, he confessed that he had grown up with a strong inclination to sinfulness and, he continued, in 1865 he had added to his gallantries the vicious habits of gambling and drinking having just lost his 'fair charmer,' a Chinese widow. However, 'having lost my fear of God and drifted from the narrow path that leadeth unto salvation,' fortunately, he wrote, the Revs. Josiah Cox and Griffith John, Dr John Falconer and Wm Grant Gordon never forsook him. They gave him good advice and showed good examples which he followed. His fall from grace appears to have been of short duration and was never again referred to.
He made the point several times that he was a Christian believer and, for example, he began a lengthy paragraph with the sentences, 'From my earliest departure from home in 1854 unto the present day [1896] the Holy Bible has been my constant companion, and the Lord God Almighty has been my refuge and strong tower, and I have had much reason to praise the Lord, for his mercy endureth forever. The VIII Psalm, and more especially the 4th and 5th verses of that Psalm, also the 1st and 2nd verses of the IX Psalm, have been very appropriate to my personal experience at various times and at various places.' He continued in this vein for the rest of the paragraph, ending with ‘Of late years I have often had reason to apply the prayer of David to my humble self as it is given in Psalm LXXXVI.’
In a card sent by him in his last year he referred to himself not only as a friend of China but also a 'Student of Primitive Christianity and Christian Science.'
Mesny recounted at some length, as was his wont, the cleansing of the soul of a very wild Liverpudlian who roamed the Yangtze in his lorcha and took great pleasure in killing any Chinese with his great sword in revenge for the great harm they had caused him. The Liverpudlian called on Mesny some time in the early 1860s and finding him kneeling in his daily devotions joined him, and begged Mesny first to say a prayer for him. He then asked to be purified and absolved. Mesny did as he requested and the Liverpudlian 'went away very much changed. He came boldly as a lion and departed timid as a sheep.' Mesny heard later that the Liverpudlian had disappeared from the river [the Yangtze] and was never heard of again.