I know the Bible says we're born with a sin nature, but does that mean Christians still have a sin nature?

Yes! This is why Christians are able to sin. A Christian is a three part being: spirit, soul, and body (1 Thess. 5:23). Our spirit is the only part of our being that has been totally redeemed (2 Cor. 5:17; Gal. 2:20). The soul (mind, will, emotions) is to be renewed through the Word of God (Rom. 12:1-2; 1 Peter 1:22; James 1:21).

One's body will not be changed until the second coming of Jesus (Rom. 8:23-25; 1 Cor. 15:42-55). It's within the body of man that the sin nature exists. The following scriptures make a distinction between the spirit of man and the body of man:
I know that nothing good lives in me, that is, in my sinful nature. For I have the desire to do what is good, but I cannot carry it out.... For in my inner being I delight in God's law; (the spirit of man) but I see another law at work in the members of my body, waging war against the law of my mind and making me a prisoner of the law of sin at work within my members.
(Rom. 7:18, 22-23 NIV)
We see in verse 23 that the law of sin, or the sin nature, is within our members (or body). Without a doubt we can say that a Christian has a sin nature. Through the death of Jesus we are free from this sin nature.

The only way to overcome our sin nature, and walk free from the bondage of sin, is to walk in the Spirit (Gal. 5:16). If a Christian doesn't walk in the Spirit he or she will constantly struggle with the sin nature or flesh (Gal. 5:19-21).

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