Nouns ending in -on are usually masculine, but la religion is feminine.
Religion is one of the rare exceptions: learn it as it is.
Is religion masculine or feminine?
lareligionexception
The rule behind it
91.9% of -on nouns are masculine
In context
Nous devons séparer la politique de la religion.
We must separate politics from religion.
La superstition est la religion des esprits faibles.
Superstition is the religion of feeble minds.
Les spationautes n'étaient pas dépourvus de religion.
Space explorers were not without religion.