From an interview in People Magazine, April 2006,

Q: The movie [Take the Lead] has an uplifting message. Are you religious?

A: I have to recognize that I am agnostic. I don’t believe in any kind of fundamentalism. I prefer to take life in a different way, with a sense of humor. I try to teach my kids to be open. Whatever they believe is fine with me.
-From www.celebatheists.com