She laid out her atheism in great detail during an 20 Oct 2002 (?) interview on the Oxygen cable network.
The submitter reports that the interviewer (Brenda Vaccaro?) looked uncomfortable during that segment and tried to soften for the viewers Diane's blatant, hardcore approach, but Keaton just ignored it.
According to Woody Allen, who is friends with Diane Keaton and dated her, she DOES believe in God.