"To me, it has to be, for that’s myself! Affection goes as deep in me as you think, but only God is love right through, Howard; and that’s my self."
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What More is saying in this quote is that God comes before all definitions of friendship. In the context of the play (and historically), More is put in a position where he's expected to support Henry VIII's desire to divorce his wife on the basis of friendship and against his own principles/ morals and religious beliefs. More refuses because his belief in God constitutes who he is as a man. He loves his friends deeply, but his love for God is all encompassing.
A Man For All Seasons