Well this may be a dumb question but reading through the comics he doesn't really mention it really. So i would be happy to know what it is and please don't start a religion war here.

Non-religious Christian or Catholic?

Ultimate Cap is Christan he goes to Church every sunday

I've read a lot of Cap stories over the years and I've never heard it mentioned.

That said; given his era of origin, his race and his nationality it's safe to assume he is either Catholic or some denomination of Protestant. 

It's highly unlikely that he's a Jew or athiest.  And it's certain he's not Buddist, Hindu or Muslim. 

@PowerHerc: 

Yeah i agree he's probably one of those.

Ultimate Cap is Christan he goes to Church every sunday

Pretty sure he's Christian.

He's a buddhist monk. Clearly.

He's a buddhist monk. Clearly.

I thought 616 Cap was Protestant?

Protestant.  
This is a very interesting site.  Religon of Comic Book CharactersSadly, I couldn't find any Nazarenes.

I thought his mom was Irish Catholic* 
*Comment made in Colombia! :)

Toaist

I 'm pretty certain he's a Christian -but of a non-denominational brand of Protestantism( full disclosure: religious affilations and beliefs of comic book characters-esp  marvel ones-are a perennial interest of mine!).
 
Terry

I´d bet protestant...but what does it matter to what fictional character(s) the fictional characters in comics belive in?

May be Agnostic, may be Protestant. If Protestant, probably something like Presbyterian or Methodist.

I'd say Roman Catholic since he has an Irish background.

I would think he would answer that by saying something about being a "God Loving American," and not with a specific religion, though I imagine he would be protestant.

@batflasharrow96 said:

I'd say Roman Catholic since he has an Irish background.

That is a very good point.