'Blues is my religion, 7 days a week. The world is my chapel, the congregation is the people I meet' - Sonny Rhodes, from "Blues is My Religion".
It is accepted that the blues has origins from spirituals (among other things); the hymns that were sung in chapels rang across the halls and into the deepest parts of the soul.
However, the blues was not the type of music to expect hope, forgiveness, salvation, or mercy. For the story of man ever since his origins was deep in sin (if you believe the gospel of course).
Ever since the legend of Robert Johnson selling his soul to the devil at a crossroads became popular, the blues has been associated with being the blasphemous step-dad of the gospel (I say step-dad because otherwise it would entail purity or fidelity, which the blues ain't.)
Religious imagery is prevalent throughout blues music, particularly the blues of the 20's and 30's; songs talk about the devil, make fun of the preachers and reverends, use biblical imagery and speak of the afterlife, both heaven and hell, in frank terms. From the early days of the blues, there was an attack on religion and some of it's ways. One famous example is Son House's classic song "Preachin' Blues':
Oh, I'm gonna get me religion, I'm gonna join the Baptist Church (2X)
Oh, I'm gonna be a Baptist preacher and I sure won't have to work
I'm gonna preach these blues an' I want everybody to shout
Oooo…oh, I want everybody to shout
I'm gonna do like a prisoner, I'm gonna roll my time out
Oh, in my room, I bow down to pray (2X)
But the blues came along and blowed my spirit away
Oooh, I'd've had religion on this very day (2X)
But the womens and whiskey well they would no let me pray
new version from 1965 (for clarity):
Several blues men and women of that era such as Ma Rainey and others started singing songs about the hypocrisy of preachers, who claim to be pure and innocent but are drunkards and adulterers. Even as late as 1972, Muddy Waters in his song "Can't Get No Grindin", he states:
Some people said that a preacher won't steal;
I caught one down in my corn field.
Many bluesmen sich as B.B. King learned to sing at church, and some are very religious; however the real salvation of the blues lies within yourself, and not in the hands of a preacher or God.
As a side note for further reading, many blues musicians used voodoo imagery in their songs. You can read more about Voodoo and the Blues in an article I wrote here.