If a "religion" is defined to be a system of ideas that contains unprovable statements, then Gödel taught us that mathematics is not only a religion, it is the only religion that can prove itself to be one.
Source, in full
John D. Barrow, Between Inner and Outer Space: Essays on Science, Art and Philosophy (Oxford University Press, 2000, ISBN 0-192-88041-1, Part 4, ch. 13: Why is the Universe Mathematical? (p. 88). Also found in Barrow's "The Mathematical Universe" (1989) and The Artful Universe Expanded (Oxford University Press, 2005, ISBN 0-192-80569-X, ch. 5, Player Piano: Hearing by Numbers, p. 250