As an undergraduate in the early 1990s, he encountered the teachings of W. Robert Godfrey at the Bolton Conference. Sasse identifies this as the time when he and his wife first began to embrace the "reformed faith". He later became an elder in the United Reformed Churches in North America and served on the board of trustees for Westminster Seminary California. He is a member of Grace Church, a Presbyterian Church in America (PCA) congregation, in Fremont.