Answer:
He was not religious. He was an atheist. Two quotes should explain his position:
"At least two thirds of our miseries spring from human stupidity, human malice and those great motivators and justifiers of malice and stupidity, idealism, dogmatism and proselytizing zeal on behalf of religious or political idols."
"All gods are homemade, and it is we who pull their strings, and so, give them the power to pull ours."