Sweet Mother, what is the difference between yoga and religion?
Ah! my child… it is as though you were asking me the difference between a dog and a cat!
Imagine someone who, in some way or other, has heard of something like the Divine or has a personal feeling that something of the kind exists, and begins to make all sorts of efforts: efforts of will, of discipline, efforts of concentration, all sorts of efforts to find this Divine, to discover what He is, to become acquainted with Him and unite with Him. Then this person is doing yoga.
Now, if this person has noted down all the processes he has used and constructs a fixed system, and sets up all that he has discovered as absolute laws―for example, he says: the Divine is like this, to find the Divine you must do this, make this particular gesture, take this attitude, perform this ceremony, and you must admit that this is the truth, you must say, “I accept that this is the Truth and I fully adhere to it; and your method is the only right one, the only one which exists”― if all that is written down, organised, arranged into fixed laws and ceremonies, it becomes a religion.
Ref : Questions and Answers 1956