Jameis Winston has always felt very blessed, but this week, he took things a step further.

The Buccaneers quarterback and his girlfriend, Breion Allen, got baptized together during a spiritual retreat in Colorado this week, according to TMZ.

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The couple's plunge was part of a Pro Athletes Outreach event in Colorado Springs, which was attended by several NFL stars. Couples pray together, attend workshops together and listen to motivational speakers at the retreat.

Allen posted about the baptism on her Instagram page, saying she accepted Christ into her life for the first time and was thankful for the experience:

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Winston and Allen have shared a very close bond together and she even worked on helping him take modeling photos.

"Blessed," Winston told TMZ at the Madden Live Party in California in January while referencing a modeling shot on Instagram. "[Breion] took that.'

The couple has a lot in common as Winston is a pro football star and Allen was a standout basketball player at Rice University.

Now, they're working together to get even closer to their faith.

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A video posted by Breion A. (@ibreionnicole) on Mar 4, 2016 at 10:51am PST