There doesn't seem to be any record or mention that Barrie was religious in his adult life or practised any religion, although he was baptised in the Free Church of Scotland (also referred to as the Wee Free) and brought up in that particular denomination of the Scottish Presbyterian church. I would guess that when Barrie moved to England as an adult, he wasn't bothered about religion - if he had been, it would have shown up in his works or deeds.