Joseph imposes on Catherine and Heathcliff a particularly fire and brimstone version of Christianity in which the two are constantly threatened with hell. Joseph seems to take a grim pleasure in the damnation the Bible promises sinners. Catherine and Heathcliff, not surprisingly, reject a religion that forces them to endure long hours on Sunday being preached to by Joseph about hellfire in a freezing cold attic.

For Catherine especially, the moors are her heaven. On her deathbed, she dreams she has been sent to heaven and is sobbing with sadness, because she doesn't want to be there. To her joy and relief, she is flung back out onto the moors. The book implies that Catherine's spirt survives on the moors after her death until she can be reunited with Heathcliff in the afterlife. Lockwood dreams of Catherine's ghost banging on her bedroom window to gain entrance; whether this is a dream or reality is left uncertain, but Heathcliff believes it is true and cries out the window for her.

Religion isn't a real large part of Emily Bronte's Wuthering Heights, but it does make an appearance in Heathcliff's childhood, where his forced religious education turns him off to the entire concept, in the character of the religiously fanatic servant, Joseph, and in the final days of Heathcliff's life when he begins acting strangely, particularly the evening he returns from the moors announcing in an erratic and not-quite-all-there manner that he has stood on the threshold of hell, but also seen the sights of heaven, which he equates with an impending reunion with Catherine.  By this time, Heathcliff has begun to eat less and less, and seems to be coming to terms with, almost looking forward to, what he senses is his impending death.