In biblical Hebrew there is no word for "religion." There was no need for the word, because the whole person was to live each moment of every day within the Covenant of love and righteousness between God and His people. Prayer, play, work, home chores, meals, education and other ordinary events were viewed as moments of Covenant living.
When used sparingly in the New Testament, "religion," depending on the context, may mean: "observances and customs," "godliness" or (negatively) "superstition." In terms of his own faith, Jesus did not have a "religion" or a “spirituality” removed from the rest of his life. He lived in full communion with God that included his every hour. Following his example, one might say that "true religion" for the Christian is living out one's baptismal Covenant in all that we do.
It is significant that Jesus did not join any religious clubs, religious associations, or spirituality groups/movements; he never referred to himself as “religious,” and he spoke in ordinary, daily language. He appears to have not endorsed much in the way of “piety,” either. In short, he was not “religious” in the contemporary sense of practices separable from daily life.