The 42-year-old actor, who has four kids with wife of 12 years, Rhea Durham, regularly goes to Church, reported Us magazine.
"It (religion) is the most important part of my life. I don't try to push it on anybody, and I don't try to hide it," Wahlberg said.
The actor said sometimes his family go to Church on Sundays.
"If the kids are good, I'll have doughnuts for them at 6:30 in the morning, and I'll say, 'You guys gotta let Mommy sleep in!'" Wahlberg said,