That's a quote that some of us have spent a while trying to verify. I've not yet seen a reliable source.
It's kind of interesting to see what Einstein had to say about these things, since he was obviously a clever fellow. However, much as I admire Einstein (and routinely use the physics he helped to create), he's certainly not the last word on Religion, Philosophy, or even Physics (of course, he had a hand in creating much of modern physics, but his major impact was a century ago). I'm not an expert on philosophy, but in light of occasional discussions with professional philosophers, my impression is that that the "philosophical" pronouncements of 20th Century Physicists, such as Einstein, Feynman, etc, often do not stand up particularly well to detailed analysis.