This article suggests so. From the abstract:
This article examines associations between self-reported religious affiliations and official offense histories among 111 incarcerated adult male sexual offenders. Four categories of religiosity were devised according to self-reported continuities and discontinuities in life-course religious affiliations: atheists, dropouts, converts, and stayers. ANCOVAs indicated that stayers (those who maintained religious involvement from childhood to adulthood) had more sexual offense convictions, more victims, and younger victims, than other groups. Results challenge assumptions that religious involvement should, as with other crimes, serve to deter sexual offending behavior....
One is reminded, of course, of the Catholic church's troubles over the last several years. The average age of the youngest victim of the "stayers" was 9.5 years.
A few caveats: (1.) "Atheists" just means comparatively low reported religiosity, both childhood and present, and may not correspond to full-blown atheism. (2.) One cannot draw the conclusion that atheists are less likely, in general, to commit sex crimes, since rates of atheism and religiosity were not measured in the general population. (3.) The researchers (Donna Eshuys and Stephen Smallbone) seem to overlook the possibility that the "stayers" may come from a sub-population in which sex crimes are less likely to be detected and/or lead to jail time, in which case one might expect only the worst offenders to be incarcerated; or that maybe the more vicious sexual offenders are more likely to exaggerate their religiosity.
The general literature on the relationship between religiosity and crime is mixed and difficult to interpret. If only we could randomly assign religiosity! ;) Unfortunately, the social factors affecting religiosity are entangled with those affecting criminality. Furthermore, the literature may be distorted by the fact that null results are hard to publish and by the prior commitments of the researchers (many are from religiously affiliated institutions, for example).
Why do I care about this issue? Well, if academic moral philosophy has no great positive effect on one's moral character (as I'm inclined to think), then one might hope for religion as a better source. I'm not especially optimistic about that either (though I have some hope that there may be particular religious practices with positive moral effect), but I haven't yet explored the empirical literature as much as I'd like.