Ellison mentions his disbelief in, among other places, the introduction to his book Strange Wine. His story "The Deathbird" presents an alternate take on the biblical account of creation, wherein the snake is a Prometheus figure sent to deliver humanity the wisdom it will need to overcome the tyrannical rule of the insane being who calls himself God.
On Tom Snyder's Tomorrow Show Ellison is purported to have said "I am so far beyond atheism, there isn't a word in the English language dictionary to describe me."
"In an early class, one of the students asked me if I believed in God. I replied, 'I don't think so.' And then proceeded to wail on the theme, using material from this column of some weeks ago, in which I observed the perpetuation of insanity on this planet through the mediums of Arabs-vs-Jews, Catholics-vs-Protestants, Southern Baptists-vs-Everyone. I said I felt if 'God created man in his *own* image, in the image of God created he them,' (Genesis 2:27, King James's italics, not mine) then *we* were God. And when Man (*my* cap, not King James's) in his most creative, his most loving, his most gentle and most human, then he is most God-like. The student said he would pray for my immortal soul. He also asked for my address, so he could send me some literature on the subject of God. I thanked him politely and told him I'd gotten all the literature I could handle on the subject from a certain Thomas Aquinas."
--Harlan Ellison, from "The Glass Teat", Article #29
In the clue book for the computer version of I Have No Mouth, and I Must Scream, Harlan is interviewed by J. Michael Straczynski(?)...
JMS: [...] do you believe that we are alone in the universe?
HE: Do I believe we are alone...How could I know? Look, I'm an atheist. People say to me, do you believe in God? No, I don't believe in God. Because all the Gods that they offer me are completely as crazy as AM in this game. Every god that I've ever heard of, with the exception...if I had to pick a religion, I'd pick Buddhism. Buddhism is a kindly religion. It says you got a chance...it's got humor, it's got wisdom, it says to be nice to each other. All the rest of them have gods that want to beat the crap out of you if you defy the rules. I don't believe that, I'm not an imbecile, I'm not a moron. I have to have some proof of something. When I look at Fundamentalists, I just want, I don't know, hit them in the kisser with a pie. But in fact they rule most of this country, which is kind of sad. I know we're really going to get in trouble on this tape. They're going to edit the hell out of this, god...you know the president of Cyberdreams will see this and his hair will stand on end. I am a pragmatist, I believe in Ockham's razor which says, 'go with the most logical answer, it's probably right.' Occasionally you get fooled, occasionally you get fooled. But we know there is no pelucidar in the center of the earth. We've gotten back seismic readings. We know. We know very well that...that ain't a face on Mars. I don't give a damn how many people, 'It's a face on Mars.' You know, your Momma's face is on Mars. All it is, is a shadow or whatever it is...a rock structure. There's no life on Mars. We may, eventually, someday find life or it may find us, but that's a long way off. It would seem to me it is more in our, more to our benefit to worry about how, learning how to live with each other, which we haven't learned how to do very well, since the dawn of recorded history...than worrying about how the hell were going to deal with creatures with pointy little heads that come down here and want to give us enemas. I hate being so rational, I know that people would love to have me say that, 'I believe that Whitley Streiber did get taken aboard a flying saucer.' No, I think Whitley Streiber, probably a very nice man, is self-delusional. I mean he really believes that by this time, and also it's made him quite a lot of money. But I don't think he did it for the money, I think he really actually believes that. The same way that Joan of Arc thought God talked to her. But God has more important things to do than talk to little French girls in jail. And has more things to do than give you hair growing on the palm on your hand if you masturbate.
--with contributions from JRT and RCN