If the case like that, better give yourself another chance. Different religion and long distance, wow all problem comes in together.
You can give a try but just prepare the worst. If you don't try you will sure regret in the future. No harm give both of you a chance if you both are in love. If really can't work, that's fate. Life is so many wonderful, no matter how down, there will a bright side to look at. So don't scare not work, think positive go ahead. Make sure you know how far you can go.