Christianity played an important role in Lamb's personal life: although he was not a churchman he "sought consolation in religion," as shown in letters he wrote to Samuel Taylor Coleridge and Bernard Barton in which he describes the New Testament as his "best guide" for life and recalls how he used to read the Psalms for one or two hours without getting tired. Other writings also deal with his Christian beliefs. Like his friend Coleridge, Lamb was sympathetic to Priestleyan Unitarianism and was a Dissenter, and he was described by Coleridge himself as one whose "faith in Jesus ha[d] been preserved" even after the family tragedy. Wordsworth also described him as a firm Christian in the poem "Written After the Death of Charles Lamb", Alfred Ainger, in his work Charles Lamb, writes that Lamb's religion had become "an habit".
Lamb's own poems "On The Lord's Prayer", "A Vision of Repentance", "The Young Catechist", "Composed at Midnight", "Suffer Little Children, and Forbid Them Not to Come Unto Me", "Written a Twelvemonth After the Events", "Charity", "Sonnet to a Friend" and "David" express his religious faith, while his poem "Living Without God in the World" has been called a "poetic attack" on unbelief, in which Lamb expresses his disgust at atheism, attributing it to pride.