We consider superconformal and supersymmetric field theories on four-dimensional Lorentzian curved space-times, and their five-dimensional holographic duals. As in the Euclidean signature case, preserved supersymmetry for a superconformal theory is equivalent to the existence of a charged conformal Killing spinor. Differently from the Euclidean case, we show that the existence of such spinors is equivalent to the existence of a null conformal Killing vector. For a supersymmetric field theory with an R-symmetry, this vector field is further restricted to be Killing. We demonstrate how these results agree with the existing classification of supersymmetric solutions of minimal gauged supergravity in five dimensions.