It found atheists were significantly less likely to think they are in good health than people of faith.
Non-believers were twice as likely to be smokers than those who practice a religion, which may contribute to their overall worse condition.
Roughly one in five atheists smokes compared to one in 10 Christians and Muslims, according to the report from the Office for National Statistics.
And non-believers are more likely to drink alcohol than followers of certain religions, such as Islam which outright bans it, or Sikhism and Hinduism which discourage it.
It wasn't just physical health that religious people scored better in - non-believers reported having a worse mental state than Christians, Muslims, Hindus and Sikhs.
The wide-ranging report quizzed roughly 100,000 people in England and Wales about the role of religion between 2016 and 2018.
The ONS said 68 per cent of Christians, 77 per cent of Jews, 72 per cent of Hindus, 69 per cent of Sikhs and 66 per cent of Muslims said they were satisfied about their health.
'A significantly lower percentage of those with no religion - 64 per cent - were estimated to be satisfied with their overall health compared with those identifying as Christian, Hindu or Jewish,' it added.
In a research project which ranked mental health between 0 and 100, Christians, Muslims, Hindus and Sikhs all scored more than 49 per cent. Those with no religion scored 48 per cent.
The report also stated that 18 per cent of religion-less people were smokers compared to 11 per cent of Christians and Muslims, five per cent of Hindus, four per cent of Jews, and two per cent of Sikhs.
ONS statisticians use figures on religious grouping sourced from the national census in 2011.
As per these official figures, 60 per cent of the population of England and Wales was Christian. The second biggest religious faith was Islam, with Muslims making up just under five per cent of the population.
A rise in the numbers of Muslims was, however, suggested when the 2016 figures were used for an experimental count.
These numbers show that Muslims now make up 5.6 of the population, and numbers of Muslims in England and Wales have gone up around 44,000 from 2.7 million to 3.14 million.
An analysis of 1,000 obituaries published across the United States in 2018 found that church-goers appear to live up to four years longer than atheists.
The Ohio State psychology researchers behind the study insist there is merit to the connection: people with religious affiliations often volunteer and engage in social activities throughout their lives - something routinely tied to longer lifespan.
But they found that this socializing only appeared to boost longevity by a year at most - suggesting other elements of religious life, such as low alcohol intake, could contribute.
The second study included 1,096 obituaries from 42 major cities in the US published on newspaper websites between August 2010 and August 2011.
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