Philip Pullman's books are controversial for their criticism of religious institutions and the power they wield. In The Golden Compass, the vile Mrs. Coulter serves as a kind of poster girl the powerful religious organization called the Magisterium. As you'd guess from Mrs. Coulter's association with it, the Magisterium is corrupt, abusive, and terrifying. Though the story is set in a fantasy world, the Church in the novel sounds a lot like religious organizations today, particularly the Roman Catholic Church. In other words, even though The Golden Compass is set in a faraway land with daemons, flying witches, and talking bears, critics have interpreted the novel as a critique of religion in our own world.
The Golden Compass is anti-religion.
The Golden Compass doesn't attack religion, it attacks religious institutions that are too concerned with power and become corrupt.