On Sunday, March 2, the Associated Press reported that Obama told a rural town hall meeting in Ohio that he was tired about questions about his religion, that he is a devout Christian, that he prays to Jesus every night, and that they would feel "right at home" at his church in Chicago.
Source: http://ap.google.com/article/ALeqM5isOFwdbq0tsqatW6vJpkDRTI1gMgD8V5ED1O0