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There is an article on Diddy in The Sunday Times Magazine.

Yet, for all the success, he has been stalked by trouble. He was born in Harlem, where he grew up until his mother was able to move the family he has a younger sister, Keisha out to Mount Vernon in upstate New York when he was 12. When he was three, his father, Melvin, was shot dead after a party. He was rumoured to be a drug dealer, and all the cuttings say he was a Muslim. Diddy denies the latter with a certain cold vehemence.

No, he says emphatically, he wasnt Muslim.

P Diddy was very definitely brought up as a Christian.

I was brought up spiritually. I was an altar boy in a Catholic church, and then also had afternoons at a Baptist church I got the best of both worlds. I was in church every Sunday, all day. I give all glory to God. Its because of Him that all that I do is possible. Hes my secret weapon. I have not even a doubt about him; its way beyond belief.