Interviewer: Is it necessary for a person to abandon his religion, let us say Catholicism, in order to adopt the Yoga teachings?_Sri Chinmoy:_ One does not have to abandon one's own religion or one's own faith. If one abandons one's own religion, then he will be committing a Himalayan error. One must live in one's own religion, in one's own faith. Religion is like a house. In your own home, you have complete security, you have a place to live and rest, you have a place to do your work, to be with your own family, you have a place of your own where you can be comfortable and at ease. Similarly religion has to be accepted. One should live in one's own religion, though, at the same time, aspire to realise God. Nobody is required to relinquish or abandon his religion in order to practise Yoga. If one does so, he is making a mistake. But at the end of his journey's Goal, when a person is liberated from suffering and feels that he is one with God's consciousness, then he knows that he can transcend all this. But at the beginning, one need not leave one's religion aside to attain liberation or to practise Yoga. No.
Sri Chinmoy, Earth’s cry meets Heaven’s smile, part 3, Agni Press, 1978