I think you will find it is in Chapter Eleven, where a number of the interests of Dorian Gray are charted and examined in terms of the aesthetic appeal that they have for him and how he is enraptured by the beauty, mystery and sensuality they contain. We are told that Dorian enjoys a flirtation with the Catholic church and the mysteries that it is characterised by, including the sensual aspects of the incense and the beauty of the priest's robes and the church. However, before we worry that Dorian might truly convert, an excellent metaphor is used to describe how this is just a flirtation:

But he never fell into the error of arresting his intellectual development by any formal acceptance of creed or system, or of mistaking, for a house in which to live, an inn that is but suitable for the sojourn of a night, or for a few hours of a night in which there are no stars and the moon is in travail.

Catholicism, for Dorian therefore, was nothing but an inn wherein he stayed for a brief while, and it was never a house in which he would permanently live. Note how this helps us imagine Dorian as the perfect dilettante, free to pick and choose his interests as he likes, but remaining free from obligation or commitment.