You've read the God Delusion, haven't you? Most of the time when he used the word religion, he didn't mean it as talking about Christianity or Islam. He was expressing his deep sense of wonder and appreciation for how elegant and beautiful the universe is. Einstein was likely an atheist, agnostic, or daoist--in any case, the one thing he was not was religious. He wasn't very clear with his words.
Here is a direct quote from him:
Did he say "my religion"?