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In 1916 Wittgenstein read Dostoevsky's The Brothers Karamazov so often that he knew whole passages of it by heart, particularly the speeches of the elder Zossima, who represented for him a powerful Christian ideal, a holy man "who could see directly into the souls of other people". In his 1914-1916 Notebooks, Wittgenstein wrote:

What do I know about God and the purpose of life?
I know that this world exists.
That I am placed in it like my eye in its visual field.
That something about it is problematic, which we call its meaning.
This meaning does not lie in it but outside of it.
That life is the world.
That my will penetrates the world.
That my will is good or evil.
Therefore that good and evil are somehow connected with the meaning of the world.
The meaning of life, i.e. the meaning of the world, we can call God.
And connect with this the comparison of God to a father.
To pray is to think about the meaning of life. p. 72

To believe in a God means to understand the question about the meaning of life.To believe in a God means to see that the facts of the world are not the end of the matter. To believe in God means to see that life has a meaning. p. 73

Certainly it is correct to say: Conscience is the voice of God. p. 75

The diaries that Wittgenstein kept during the war reveal that he often prayed, not that he should be spared from death, but that he should meet it without cowardice and without losing control of himself.

How will I behave when it comes to shooting? I am not afraid of being shot but of not doing my duty properly. God give me strength! Amen!

In "Personal Recollections by Rhees, Wittgenstein Wrote:

Now I should have the chance to be a decent human being, for I'm standing eye to eye with death. May the spirit bring me light.

Be in peace within yourself. But how do you find this peace in yourself? Only if i live in a way pleasing to god"

In his legendary Tractatus Logico-Philosophicus (1922), he wrote:

6.4 All propositions are of equal value. 

6.41 The sense of the world must lie outside the world. In the world everything is as it is, and everything happens as it does happen: in it no value exists—and if it did exist, it would have no value. If there is any value that does have value, it must lie outside the whole sphere of what happens and is the case. For all that happens and is the case is accidental. What makes it non-accidental cannot lie within the world, since if it did it would itself be accidental. It must lie outside the world.
6.4312 The solution of the riddle of life in space and time lies outside space and time.

6.432 How things are in the world is a matter of complete indifference for what is higher. God does not reveal himself in the world.
6.44 It is not how things are in the world that is mystical, but that it exists.

6.521 The solution of the problem of life is seen in the vanishing of the problem.(Is not this the reason why those who have found after a long period of doubt that the sense of life became clear to them have then been unable to say what constituted that sense?).

6.522 There is indeed the inexpressible. This shows itself; it is the mystical.

So a meaning of life must lie outside the world, outside space and time, we call it God and it is source of value in our world and to our ethics.

Russell said:

He returned from the war a changed man, one with a deeply mystical and ascetic attitude.
He used to come to see me every evening at midnight, and pace up and down the room like a wild beast for three hours in agitated silence. Once I said to him: 'Are you thinking about logic, or about your sins?' 'Both', he replied, and continued his pacing. I did not like to suggest it was time for bed, for it seemed probable both to him and to me that on leaving me he would commit suicide.

In 1929 Wittgenstein wrote which latter appeared in Culture and Value:

If something is good it is also divine. In a strange way this sums up my ethics. Only the supernatural can express the Supernatural

I cannot kneel to pray because it’s as though my knees are stiff. I am afraid of disintegration , if I became soft

Wisdom is passionless. In contrast faith is what Kierkegaard calls a passion.

In a ‘Lecture on ethics’ that Wittgenstein gave in Cambridge in 1929, he spoke of an experience of his which he described as ‘feeling absolutely safe. I mean the state of mind in which one is inclined to say, I am safe, nothing can injure me whatever happens’. He also spoke of another experience he sometimes had, which could be described by the words, ‘I wonder at the existence of the world.’ He thought that this experience lay behind the idea that God created the world; that it was the experience of ‘seeing the world as a miracle’. He also thought that ‘the experience of absolute safety’ was connected with the idea of ‘feeling safe in the hands of God’.

On February 22nd 1937 he writes:

Now I often tell myself in doubtful times: “There is no one here.” and look around. Would that this not become something base in me!

I think I should tell myself: “Don’t be servile in your religion!” Or try not to be! For that is in the direction of superstition.

A human being lives his ordinary life with the illumination of a light of which he is not aware until it is extinguished. Once it is extinguished, life is suddenly deprived of all value, meaning, or whatever one wants to say. One suddenly becomes aware that mere existence—as one would like to say—is in itself still completely empty, bleak. It is as if the sheen was wiped away from all things, everything is dead.

In 1937, latter appeared in Culture and Value:

Christianity is not a doctrine; I mean, not a theory about what has happened and will happen with the human soul, but a description of an actual occurrence in human life. For ‘consciousness of sin’ is an actual occurrence, and so are despair and salvation through faith. Those who speak of these things (like Bunyan) are simply describing what has happened to them, whatever anyone may want to say about it.

The spring which flows quietly and transparently through the Gospels seems to have foam on it in Paul’s Epistles. Or, that is how it seems to me. Perhaps it is just my own impurity which sees cloudiness in it; for why shouldn’t this impurity be able to pollute what is clear? But to me it’s as if I saw human passion here, something like pride or anger, which does not agree with the humility of the Gospels. As if there were here an emphasis on his own person, and even as a religious act, which is foreign to the Gospel…. In the Gospels—so it seems to me—everything is less pretentious, humbler, simpler. There are huts; with Paul a church. There all men are equal and God himself is a man; with Paul there is already something like a hierarchy; honours and offices. —That is, as it were, what my nose tells me.

What inclines even me to believe in Christ’s Resurrection? It is as though I play with the thought. —If he did not rise from the dead, then he decomposed in the grave like any other man. He is dead and decomposed. In that case he is a teacher like any other and can no longer help; and once more we are orphaned and alone. And must content ourselves with wisdom and speculation. We are as it were in a hell, where we can only dream, and are as it were cut off from heaven by a roof. But if I am to be really saved—then I need certainty—not wisdom, dreams, spec-ulation—and this certainty is faith. And faith is faith in what my heart, my soul needs, not my speculative intelligence. For it is my soul, with its passions, as it were with its flesh and blood, that must be saved, not my abstract mind.

From The Selected Writings of Maurice O’Connor Drury:

WITTGENSTEIN: [My favourite Gospel] is St. Matthew’s. Matthew seems to me to contain everything. Now, I can’t understand the Fourth Gospel. When I read those long discourses, it seems to me as if a different person is speaking than in the synoptic Gospels. The only incident that reminds me of the others is the story of the woman taken in adultery.

 In a letter to Norman Malcolm in 1940, he wrote:

May I not prove too much of a skunk when I shall be tried.

Norman explains this saying:

To quote from my Memoir: Wittgenstein did once say that he thought he could understand the conception of God, in so far as it is involved in one’s awareness of one’s own sin and guilt. He added that he could not understand the conception of a Creator. I think the ideas of Divine judgment, forgiveness, and redemption had some intel-ligibility for him, as being related in his mind to an intense desire for purity, and a sense of the helplessness of human beings to make themselves better. 

In 1948 he wrote:

Religious faith and superstition are entirely different. One of them springs from fear and is a kind of false science. The other is a trusting.

In 1950 he wrote:

A proof of God’s existence should really be something by which one could convince oneself of God’s existence. But I think that believers who have provided such proofs, have wanted to give their ‘belief’ an intellectual analysis and foundation, although they themselves would never have come to believe through such proofs. Perhaps one could ‘convince someone of God’s existence’ through a certain kind of upbringing, by shaping his life in such and such a way. Life can educate one to a belief in God. And also experiences can do this; but not visions and other forms of sense experience which show us the ‘existence of this being’ —but, e.g. sufferings of various kinds. These neither show us God in the way a sense impression shows us an object, nor do they give rise to conjectures about him. Experiences, thoughts, —life can force this concept on us.

When Wittgenstein was working on the latter part of the Philosophical Investigations, he said to his former student and close friend Drury:

I am not a religious man but I cannot help seeing every problem from a religious point of view.

He and his friend Drury were comparing the Gospels and Wittgenstein said that his favourite was the Gospel according to St Matthew. He added that he found it difficult to understand the Fourth Gospel, as contrasted with the Synoptic Gospels. And in letters to Drury later in his life, he wrote:

The symbolisms of Catholicism are wonderful beyond words. But any attempt to make it into a philosophical system is offensive.

It would make nonsense of everything else.  If what we do now is to make no difference in the end, then all the seriousness of life is done away with. Your religious ideas have always seemed to me more Greek than biblical.  Whereas my thoughts are one hundred per cent Hebraic.

But remember that Christianity is not a matter of saying a lot of prayers; in fact we are told not to do that. If you and I are to live religious lives, it mustn’t be that we talk a lot about religion, but that our manner of life is different. It is my belief that only if you try to be helpful to other people will you in the end find your way to God.

For all you and I can tell, the religion of the future will be without any priests or ministers. I think one of the things you and I have to learn is that we have to live without the consolation of belonging to a church.

You didn’t make a mistake because there was nothing at the time you knew or ought to have known that you overlooked. Only this one could have called making a mistake: and even if you had made a mistake in this sense, this would now have to be regarded as a datum as all the other circumstances inside and outside which you can’t alter (control). As to religious thoughts I do not think the craving for placidity is religious: I think a religious person regards placidity or peace as a gift from heaven, not as something one ought to hunt after. Look at your patients more closely as human beings in trouble and enjoy more the opportunity you have to say ‘good night’ to so many people. This alone is a gift from heaven which many people would envy you. And this sort of thing ought to heal your frayed soul, I believe. It won’t rest it; but when you are healthily tired you can just take a rest. I think in some sense you don’t look at people’s faces closely enough. In conversations with me don’t so much try to have the conversations which you think would taste well (though you will never get that anyway) but try to have the conversations which will have the pleasantest after-taste. It is most important that we should not one day have to tell ourselves that we had wasted the time we were allowed to spend together.

His last words on his death bed were:

Tell them I've had a wonderful life.

Wittgenstein's experience during the war made him as Russell said "one with a deeply mystical and ascetic attitude" , He began to wonder about the meaning of life and God. He wrote i his notebooks "To pray is to think about the meaning of life. To believe in God means to see that life has a meaning", and that "Conscience is the voice of God".

In the Tractatus, he argued that the metaphysical propositions lack a meaning in the Wittgensteinian sense as they do not refer to verifiable in-the-world facts. So a meaning of life must lie outside the world, outside space and time, we call it God and it is source of value in our world and to our ethics.

In a ‘Lecture on ethics’ that Wittgenstein gave in Cambridge in 1929, he spoke of an experience of his which he described as ‘feeling absolutely safe. I mean the state of mind in which one is inclined to say, I am safe, nothing can injure me whatever happens’. He also spoke of another experience he sometimes had, which could be described by the words, ‘I wonder at the existence of the world.’ He thought that this experience lay behind the idea that God created the world; that it was the experience of ‘seeing the world as a miracle’. He also thought that ‘the experience of absolute safety’ was connected with the idea of ‘feeling safe in the hands of God’.

Later in his life, he wrote "Christianity is not a doctrine", "The symbolism of Catholicism are wonderful beyond words. But any attempt to make it into a philosophical system is offensive". He Criticized Paul in the same way as Nietzsche did; "In the Gospels—so it seems to me—everything is less pretentious, humbler, simpler. There are huts; with Paul a church. There all men are equal and God himself is a man; with Paul there is already something like a hierarchy; honours and offices", "For all you and I can tell, the religion of the future will be without any priests or ministers. I think one of the things you and I have to learn is that we have to live without the consolation of belonging to a church".

He was always afraid of judgment, in a letter he wrote; "May I not prove too much of a skunk when I shall be tried".  Wittgenstein did once say that he thought he could understand the conception of God, in so far as it is involved in one’s awareness of one’s own sin and guilt. He added that he could not understand the conception of a Creator. I think the ideas of Divine judgment, forgiveness, and redemption had some intelligibility for him, as being related in his mind to an intense desire for purity, and a sense of the helplessness of human beings to make themselves better.

In 1950, His view was that none of the famous philosophical proofs of the existence of God could bring anyone to believe in God. "But if I am to be really saved—then I need certainty—not wisdom, dreams, speculation—and this certainty is faith. And faith is faith in what my heart, my soul needs, not my speculative intelligence. For it is my soul, with its passions, as it were with its flesh and blood, that must be saved, not my abstract mind". Either to believe in it and believe that there is no way to verify it or just not to believe in it. A Wittgensteinian may be a theist, deist, pantheist or agnostic, but certainly no atheist.

He and his friend Drury were comparing the Gospels and Wittgenstein said that his favorite was the Gospel according to St Matthew. He added that he found it difficult to understand the Fourth Gospel, as contrasted with the Synoptic Gospels. And in letters to Drury later in his life, he wrote: "But remember that Christianity is not a matter of saying a lot of prayers; in fact we are told not to do that. If you and I are to live religious lives, it mustn't be that we talk a lot about religion, but that our manner of life is different. It is my belief that only if you try to be helpful to other people will you in the end find your way to God".