Some rock carvings have been found in Africa that are over 70,000 years old. These carvings look as if they were carved for ritual, that is religious purposes; and there may be others of similar age. Even before that, there is some evidence that certain peoples may have buried their dead in a way that suggests ritual, rather than just disposing of the bodies. Over time these rituals became more complex, and we can be sure that ritual burial of the dead goes back far into prehistory.

If you're looking for organized religion, this appears in the ancient city states such as Babylon in Mesopotamia and Catal Huyuk in what is now Turkey. Around 10,000 years ago, these states developed religions, usually with a number of different gods and goddesses. In many ancient cultures, the most important figure is the earth or mother goddess, who appears in different guises all over the ancient world.