Martial Arts Star
Source: The Warrior Within: The Philosophies of Bruce Lee (1996) by John Little.
Relevant excerpts from pages 128 - 129:
"Lee felt that anything which substituted the ways or beliefs of others in the place of teaching you how to cultivate your own was a step in the wrong direction. For this reason, Lee was opposed to the doctrines--or rather the dogmas--of organized religion.
When asked by journalist Alex Ben Block in the summer of 1972 what his religious affiliation was, Lee answered: 'None whatsoever.'
Block then pressed him further, asking him if he then believed in God: 'To be perfectly frank, I really do not.'
The submitter, Brad, comments Lee's responses to these questions are perfectly understandable given the depth and nature of his philosophy. Lee believed that we are beings of self-made soul that were part of a vast, eternal process. Therefore, any person or organization that held creed or, in the martial arts nomenclature, style as the ideal was moving in the wrong direction, away from spiritual growth and knowledge of self...Lee was once asked by his younger brother Robert if he believed in God, to which he replied, 'I believe in sleeping.'"