In his memoir, Things I Overheard While Talking to Myself, Alda candidly describes how briefly, at one time in his life he realized that he had practically begun thinking like an agnostic or atheist, although he had been raised as a Catholic:
"For a while in my teens, I was sure I had it. It was about getting to heaven. If heaven existed and lasted forever, then a mere lifetime spent scrupulously following orders was a small investment for an infinite payoff. One day, though, I realized I was no longer a believer, and realizing that, I couldn’t go back. Not that I lost the urge to pray. Occasionally, even after I stopped believing, I might send off a quick memo to the Master of the Universe, usually on a matter needing urgent attention, like Oh, God, don’t let us crash. These were automatic expulsions of words, brief SOS messages from the base of my brain. They were similar to the short prayers that were admired by the church in my Catholic boyhood, which they called “ejaculations.” I always liked the idea that you could shorten your time in purgatory with each ejaculation; what boy wouldn’t find that a comforting idea? But my effort to keep the plane in the air by talking to God didn’t mean I suddenly was overcome with belief, only that I was scared. Whether I’d wake up in heaven someday or not, whatever meaning I found would have to occur first on this end of eternity."
For the 2008 question of the Edge Foundation, he attempted to clarify these remarks, but unfortunately chose to make himself out as clearly ambiguous. At one point, he calls himself agnostic, and at another he calls himself "simply not a believer." However, this latter phrase matches the definition of weak atheist , and so he fits the atheist category. But at the end of his answer, he throws out a clearly ambiguous line, perhaps intentionally blurring the distinction--which makes sense if you read the whole answer, below.
Due to this apparently intentional ambiguity, Alan Alda fits into three provisional categories: Agnostic, atheist, ambiguous. Perhaps in a future statement he will see fit to 'clarify' the situation further. ;-)
So far, I've changed my mind twice about God. 
- Until I was twenty I was sure there was a being who could see everything I did and who didn't like most of it. He seemed to care about minute aspects of my life, like on what day of the week I ate a piece of meat. And yet, he let earthquakes and mudslides take out whole communities, apparently ignoring the saints among them who ate their meat on the assigned days. Eventually, I realized that I didn't believe there was such a being. It didn't seem reasonable. And I assumed that I was an atheist.
- As I understood the word, it meant that I was someone who didn't believe in a God; I was without a God. I didn't broadcast this in public because I noticed that people who do believe in a god get upset to hear that others don't. (Why this is so is one of the most pressing of human questions, and I wish a few of the bright people in this conversation would try to answer it through research.)
- But, slowly I realized that in the popular mind the word atheist was coming to mean something more: a statement that there couldn't be a God. God was, in this formulation, not possible, and this was something that could be proved. But I had been changed by eleven years of interviewing six or seven hundred scientists around the world on the television program Scientific American Frontiers. And that change was reflected in how I would now identify myself.
- The most striking thing about the scientists I met was their complete dedication to evidence. It reminded me of the wonderfully plainspoken words of Richard Feynman who felt it was better not to know than to know something that was wrong. The problem for me was that just as I couldn't find any evidence that there was a god, I couldn't find any that there wasn't a god. I would have to call myself an agnostic. At first, this seemed a little wimpy, but after a while I began to hope it might be an example of Feynman's heroic willingness to accept, even glory in, uncertainty.
- I still don't like the word agnostic. It's too fancy. I'm simply not a believer. But, as simple as this notion is, it confuses some people. Someone wrote a Wikipedia entry about me, identifying me as an atheist because I'd said in a book I wrote that I wasn't a believer. I guess in a world uncomfortable with uncertainty, an unbeliever must be an atheist, and possibly an infidel. This gets us back to that most pressing of human questions: why do people worry so much about other people's holding beliefs other than their own? This is the question that makes the subject over which I changed my mind something of global importance, and not just a personal, semantic dalliance.
- Do our beliefs identify us the way our language, foods and customs do? Is this why people who think the universe chugs along on its own are as repellent to some as people who eat live monkey brains are to others? Are we saying, you threaten my identity with your infidelity to my beliefs? You're trying to kill me with your thoughts, so I'll get you first with this stone? And, if so, is this really something that can be resolved through reasonable discourse?
- Maybe this is an even more difficult problem; one that's written in the letters that spell out our DNA. Why is the belief in God and Gods so ubiquitous? Does belief in a higher power confer some slight health benefit, and has natural selection favored those who are genetically inclined to believe in such a power — and is that why so many of us are inclined to believe? (Whether or not a God actually exists, the tendency to believe we'll be saved might give us the strength to escape sickness and disaster and live the extra few minutes it takes to replicate ourselves.)
- These are wild speculations, of course, and they're probably based on a desperate belief I once had that we could one day understand ourselves.
- But, I might have changed my mind on that one, too.