In Sir Gawain and the Green Knight, Gawain is a pious (holy) and true knight.
In Book II, section 24, as Gawain prepares to take his leave of King Arthur to fulfill his end of the bargain with the Green Knight, he says:
In this section, Gawain is calling on God to guide him, not just on the roads he is to travel, but in the task he must face: giving the Green Knight a swing at Gawain's neck, with an ax.
Book II, section 26, provides more evidence of the pious nature of this young knight:
He left as he was, then listened to mass
offered in honor before the high altar,
came to the king and his court companions,
took loving leave of lords and ladies
in a crowd of kisses and hopes for Christ's care.
Gawain leaves the castle and attends mass. He takes leave of the king and his court, amid kisses and hopes that Christ will watch over him and take care of him.
Still in Book II, in section 28, several references are made regarding Gawain's holy nature:
First, he was found faultless in his five senses,
and his five fingers never failed him in any deed,
and all his faith in this world was in the five wounds
that Christ carried on the cross, as the Creed informs us.
This statement notes that his five senses are "faultless," as are his fingers in the deeds they carry out: and his faith rests in the five wounds Christ suffered on the cross.
Book Two, section 30, refers to Gawain's dedication to the Church: knights were soldiers of the Church—
In the same book, section 41, the speaker describes how Gawain handles himself in Lady Bertilak's company:
But this I give you: that Gawain and the gracious lady
were perfect companions in their place together,
and such pleasantries passed in their private speech
(which was fine and fair; also free from sin)...
These are some examples of how Gawain is shown to be pious in the tale.