In an interview (first published on the web) conducted while Eno was promoting his album Nerve Net a few years ago, the interviewer noted that Eno described his music as "Godless." He responded "Well, I'm an atheist, and the concept of god for me is all part of what I call the last illusion. The last illusion is someone knows what is going on. That's the last illusion. Nearly everyone has that illusion somewhere, and it manifests not only in the terms of the idea that there is a god but that knows what's going on but that the planets know what's going on. Astrology is part of the last illusion. The obsession with health is part of the last illusion, the idea that there's that if only we could spend time on it and sit down and stop being unreasonable with each other we'd all find that there was a structure and a solution underlying plan to it all, for most people the short answer to that is God."
More interviews may be found at http://www.hyperreal.com/music/artists/brian_eno/