From a 1998 interview for his film Vampires conducted by Kenneth J. Souza for BigO magazine:
OC: Do you expect any flack from the Catholic Church over their depiction in this movie?
JC: The Catholic Church has picked this up ... we got an extremely positive review in France. This is the only movie I've ever made where you have a hero priest at the end of the film pull out a cross and say "God has always been with us." This is my view of hope. This is hope, this is a positive message. I recommend some of my past films for the negativity.
OC: Although the church is often a source of sanctuary and social order in your films, you don't subscribe to any organized religion, do you?
JC: I'm an atheist, but I have a great fascination with this issue -- over God and whether there is one or not. I come to (my belief) personally for my own reasons and my own decisions. But I respect anybody who believes anything, I don't have the ultimate answers about anything.
The interview can be found at http://www.samscratch.com/filmsofjc/articles/jcinterview_souza.html.