Rumor is that on his deathbed he converted to Catholicism.
He may have made a death Bed confession.
He may have been raised Catholic before becoming a Rasta: http://www.life.com/gallery/59411/image/111561947#index/9
The Ethiopians claim him, however: http://www.catholicbristol.co.uk/news/index.php/2010/11/bob-marley-a-member-of-the-orthodox-catholic-family-of-churches/
He converted to the Ethiopian Orthodox Church 6 months before his death and had an Orthodox funeral. Memory Eternal!