Kubrick was a legendary American film director, producer, and screenwriter. He is responsible for some of the most famous films of all time, including 2001: A Space Odyssey, A Clockwork Orange, Paths of Glory, Lolita, Dr. Stangelove, or How I Learned to Stop Worrying and Love the Bomb, Barry Lyndon, The Shining, Full Metal Jacket, and Eyes Wide Shut, among many others. 
In an interview with Craig McGregor he states:
"2001 would give a little insight into my metaphysical interests... I'd be very surprised if the universe wasn't full of an intelligence of an order that to us would seem God-like. I find it very exciting to have a semi-logical belief that there's a great deal to the universe we don't understand, and that there is an intelligence of an incredible magnitude outside the Earth. It's something I've become more and more interested in. I find it a very exciting and satisfying hope." 
In an interview with Playboy magazine, he stated:
"I will say that the God concept is at the heart of 2001 but not any traditional, anthropomorphic image of God. I don't believe in any of Earth's monotheistic religions, but I do believe that one can construct an intriguing scientific definition of God, once you accept the fact that there are approximately 100 billion stars in our galaxy alone, that each star is a life-giving sun and that there are approximately 100 billion galaxies in just the visible universe. Given a planet in a stable orbit, not too hot and not too cold, and given a few billion years of chance chemical reactions created by the interaction of a sun's energy on the planet's chemicals, it's fairly certain that life in one form or another will eventually emerge. It's reasonable to assume that there must be, in fact, countless billions of such planets where biological life has arisen, and the odds of some proportion of such life developing intelligence are high. Now, the sun is by no means an old star, and its planets are mere children in cosmic age, so it seems likely that there are billions of planets in the universe not only where intelligent life is on a lower scale than man but other billions where it is approximately equal and others still where it is hundreds of thousands of millions of years in advance of us. When you think of the giant technological strides that man has made in a few millennia—less than a microsecond in the chronology of the universe—can you imagine the evolutionary development that much older life forms have taken? They may have progressed from biological species, which are fragile shells for the mind at best, into immortal machine entities—and then, over innumerable eons, they could emerge from the chrysalis of matter transformed into beings of pure energy and spirit. Their potentialities would be limitless and their intelligence ungraspable by humans." 
Stephen King recalled Kubrick calling him late at night while he was filming The Shining and Kubrick asked him, "Do you believe in God?" King said that he had answered in the affirmative, but has had three different versions of what happened next. One time, he said that Kubrick simply hung up on him. On other occasions, he claimed Kubrick said, "I knew it", and then hung up on him. On yet another occasion, King claimed that Kubrick said, before hanging up, "No, I don't think there is a God." In more recent interviews, King has had yet another version of the "God" story, in which Kubrick calls King and asks him if he thinks ghost stories are optimistic because they all suggest there is life after death. King replies, "What about hell?" There is a pause and Kubrick says, "I do not believe in hell."
In an interview with alt.movies.kubrick, his daughter through marriage, Katharina Kubrick Hobbs was asked if Kubrick had believed in a God. She answered:
Hmm, tricky. I think he believed in something, if you understand my meaning. He was a bit of a fatalist actually, but he was also very superstitious. Truly a mixture of nature and nurture. I don't know exactly what he believed, he probably would have said that no-one can really ever know for sure, and that it would be rather arrogant to assume that one could know. I asked him once after The Shining, if he believed in ghosts. He said that it would be nice if there "were" ghosts, as that would imply that there is something after death. In fact, I think he said, "Gee I hope so."...He did not have a religious funeral service. He's not buried in consecrated ground. We always celebrated Christmas and had huge Christmas trees. 
Claudio Masenza said of his friend: "He was an atheist Jew who celebrated Christmas."