In this paper, we explore the entanglement of spiritual and economic life through the example of Dagestani, Salafi-oriented entrepreneurs who try to live out their religious ideals in moral economic practices. We ask how living a religious life shapes economic behavior and its moral dimensions, and how the gradual acquisition of the norms of an Islamic economy influences the everyday economic practices of Salafi-oriented Muslims in Dagestan. Drawing on Stephen Gudeman's market-community framework, and offering our research as a corrective, we show how an Islamic framing of everyday economic activities and the gradual acquisition of the norms of the Islamic economy allows Salafi-oriented Muslims to escape traditional obligations, and to some extent, “the state,” while at the same time bestowing meaning on “cold” market relations. As a result, instead of escaping the market-society script (that they criticize), they reinforce it. Our analysis is based on the results of ethnographic fieldwork conducted in Dagestan between 2014 and 2018.