There is no explicit mention of Pilate's religious beliefs in any ancient sources. However, there are some clues that can be used to make inferences about his faith.
For example, Pilate is known to have been a governor of Judea, a province of the Roman Empire. As a governor, Pilate would have been responsible for maintaining religious order in the province. This suggests that he was at least familiar with the religious beliefs of the people he governed.
Additionally, there are some references in the New Testament that suggest that Pilate may have been a Samaritan or a Jew. For example, in the Gospel of John, Pilate is said to have asked Jesus, "Are you the king of the Jews?" This question suggests that Pilate may have been aware of the Jewish belief that the Messiah would be a king.
However, there are also some reasons to believe that Pilate may have been a Roman polytheist. For example, the historian Josephus Flavius mentions that Pilate erected a statue of the emperor Tiberius in Jerusalem. This act was considered offensive to many Jews, who believed that it was a violation of the commandment against idolatry.
Overall, the evidence suggests that Pilate's religious beliefs are not certain. He may have been a Roman polytheist, a Samaritan, or a Jew.