O'Connor was a devout Catholic. From 1956 through 1964, she wrote more than one hundred book reviews for two Catholic diocesan newspapers in Georgia: The Bulletin, and The Southern Cross. According to fellow reviewer Joey Zuber, the wide range of books she chose to review demonstrated that she was profoundly intellectual. Her reviews consistently confronted theological and ethical themes in books written by the most serious and demanding theologians of her time. Professor of English Carter Martin, an authority on O'Connor's writings, notes simply that her "book reviews are at one with her religious life."
A prayer journal O'Connor had kept during her time at the University of Iowa was published in 2013. It included prayers and ruminations on faith, writing, and O'Connor's relationship with God.