Let's begin at the end:
The Autobiography of W.E.B. Du Bois: A Soliloquy on Viewing My Life from the Last Decade of Its First Century (New York: International Publishers, 1968), pp. 285-286.
Google books provides excerpts from this work. If you click on the title, you will get the search results on the keyword 'religion'. If you click on the page numbers, you will find a brief account of
Du Bois' engagement with religion. Or see my web page:
W. E. B. Du Bois on Religion
Another excerpt of Du Bois's views constitutes the chapter "On Christianity" in African-American Humanism: An Anthology, edited by Norm R. Allen, Jr. (Buffalo, NY: Prometheus Books, 1991; pp. 116-118). This is a commentary on white and black churches, taken from:
Against Racism: Unpublished Essays, Papers, Addresses, 1887-1961 by W. E. B. Du Bois, edited by Herbert Aptheker. Amherst: University of Massachusetts Press, 1985.
The web site Daylight Atheism features a summary, quotes, and discussion of The Contributions of Freethinkers: W.E.B. Du Bois.
An abridged version of the autobiographical quote cited above can also be found with a capsule biography as the Freethought of the Day for 23 February.
Here is an invaluable resource for Du Bois studies online:
The W. E. B. Du Bois Global Resource Collection and Directory
Du Bois pronounced himself on this subject in several writings. While usually taken as a secular thinker, Du Bois in recent years has become the victim of theology, reappropriated as a religious thinker. More on this to come.