The article is devoted to the range of problems of religious emotional experience. Directions of modern studies in psychology of religion are being discussed. Such questions as exceptionality/ordinarily of religious emotional experience, its similarities/differences among representatives of different religions and its connection with religious discourse are analyzed. Specific character and advantages of phenomenological studies of religiousness, based on analysis of subjective self-reports of participants and literary testimonies, are described. The article presents the study of religious experience of Krishna Worshippers connected with their conversion to faith, everyday life, spiritual practices, and adherence to their religious duties. It demonstrates the connection between the specificity of religious experience of participants and peculiarities of their religious discourse.