The Bible does not specify a chief god for the Amalekites, but Numbers 14:39–45 tells the story of the Israelities fighting "the Amalekites and the Canaanites," who live together in the mountains. So it is likely the Amalekites believed in Baal (or some variant of Baal), the main Canaan god. They were almost certainly polytheistic, as the Jewish people—collectively called Israel—were at the time the only nation to believe in a single deity.
Baal was a fertility god, therefore crucial to a community that lived in a hot, dry land. He was called, in various languages of the region, the Lord of Rain and Dew, Storm God, and Lord of the Heavens. Tablets discovered in 1929 reveal that Canaanites believed Baal was engaged in mortal combat with Mot, the god of death and sterility. They fought, apparently, every seven years. If Baal won, there would be seven years of abundant water and good crops. If Mot won, there would be seven years of famine and drought.