The speaker of "Lullaby" isn't a religious man. We might even say he's anti-religious. He describes himself as "faithless" and asks us to "find the mortal world enough" – to not look to God to answer our questions about life. But he also invokes Venus, the Roman god of love and beauty in his poem, and the poem even sounds like a prayer at times. So is the speaker a big ol' atheist? An agnostic? A guy who's fascinated by ancient religions in an intellectual way? It's a bit ambiguous, but that's one of the things that makes the poem so intriguing.
The speaker is completely faithless. He doesn't believe in anything greater than the "mortal world".
The speaker may not believe in God, but he certainly believes in love. He may not have religious faith, but he has a more earthly faith in other human beings.