Alfred North Whitehead was a British thinker who believed that it was important to modify traditional views of what religion meant. It is in this context that you should understand this quote.
If you look at the essay from which the quote is taken, Whitehead goes on (in the next paragraph) to say
Thus religion is solitariness; and if you are never solitary, you are never religious. Collective enthusiasms, revivals, institutions, churches, rituals, bibles, codes of behaviour, are the trappings of religion, its passing forms.
To Whitehead, people had gotten too caught up in what he calls the "passing forms" or the "trappings" of religion. They came to think that true religion consisted of their rituals and their bibles. To Whitehead, this was a problem because the trappings of religion tended to come in conflict with science and he thought that the two of them needed to be fused, that the conflict had to end.
So Whitehead is saying, in this quote, that religion is not in the rituals and bibles. He says, instead, that religion is a personal thing that consists of what you do when you are alone.