The Pilgrims sought toleration for their own ideas about religion and society, in hopes that people around them would be converted to their point of view. Toleration as such was not to the Pilgrims a virtue, and they eventually expressed disappointment about their Dutch neighbors' failure to observe the Sabbath as strictly as the Pilgrims wanted everyone to. The tolerant attitude of Leiden's city official towards dissident religious groups, in the period before the repressive Synod of Dordt in 1619, even allowed Roman Catholics to maintain a "hidden" chapel (which everyone knew was there) in the School Alley north of the Pietersterk, just a couple of blocks away from the Pilgrims living south of the Pieterskerk. Of the various groups living side by side in Leiden the Pilgrims found themselves in full agreement only with the Walloon (French-speaking) Reformed, whose congregations were so large that the town granted them not only the use of one of the large medieval parish churches, the Church of Our Lady (Vrouwekerk) on the Haarlemerstraat, now demolished, but also the use of the chapel of the St. Catharine's Hospital on the Breestraat, which remains the Walloon Church today.

In the period 1450-1700, members of the following religious groups lived in Leiden with more or less toleration: Roman Catholics, Eastern Orthodox, Jews, Gypsies, Dutch Lutherans, Dutch Mennonites, Walloon Mennonites, Dutch Reformed, German Reformed, Walloon Reformed, English and Scottish Reformed (Puritans and Presbyterians), English Separatists (the Pilgrims), "Libertines," Remonstrants, Rijnsburger Collegiants, Moslems, Moravians, Quakers, and Huguenots. Among university students were also Scandinavian Lutherans, German Lutherans, Polish-Russian Mennonites, Polish Reformed, Czech Reformed, Hungarian Reformed, Polish Socinians (Unitarians), Anglicans, and New England Puritans.

Within the Pilgrim congregation there may have been differences in traditional habits of thought and social interaction derived from the widely separated geographical origins of the members from England, many of whom came from around Scrooby in Nottinghamshire, but others from East Anglia, London, Worcestershire, and Somerset, besides Myles Standish, born on the Isle of Man; such differences must have been largely subordinated to a unity arising from a shared interpretation of the Bible as a guide for behavior and a standard by which all human institutions were to be judged. Joining the group in Leiden were several Walloons and a man named Godbert Godbertsz. (known in Plymouth Colony as Cuthbert Cuthbertson) described as "from Eastland" ("uit Oostland"), a vague geographical term used to indicate any place along the Baltic coast, usually, however, referring to Dantzig.

The Walloon refugees in Leiden belonged to the thousands of Protestants fleeing the area now called Belgium as a result of capture of their territories by Spanish Catholic troops in the 1580's. Many escaped initially to England, where Walloon and Flemish refugee congregations, practically independent of the Anglican Church, were organized in London, Canterbury, Sandwich, Norwich, Colchester and various other places in East Anglia and Kent. John Robinson probably became acquainted with some of them when he was the assistant pastor of St. Andrew's parish of the Church of England in Norwich, a position he held until 1604. Among the Walloons who joined Robinson's congregation in Leiden were Franchois Coucke and Esther Mahieu (Francis Cook and Hester Mayhew) and their nephew Philip de la Noye (Delano), the ancestor of Franklin Delano Roosevelt. Plymouth Colony's first governor, John Carver, was evidently also a communicant in Leiden's Walloon Church before becoming a member of the Pilgrim group. Although most Walloons hoped for military victory and return to Belgium, others considered emigration to America. A large number followed the Pilgrim example and left Leiden in 1622-1624 under the leadership of Jesse van Foreest, intending to settle south of Plymouth Colony at Manhattan in New Netherland.