I am prepared to be shocked, so shock me.
He strongly considered conversion to Islam at one point, and was obsessed with the religion. An interest he clearly lost. He also was one of the prime financial backers of the Regents Park Mosque.
http://www.telegraph.co.uk/news/religion/11314580/Sir-Winston-Churchill-s-family-feared-he-might-convert-to-Islam.html
https://exposingbf.wordpress.com/2015/10/01/winston-churchill-islamophobe/
http://english.alarabiya.net/en/special-reports/winston-churchill/2015/02/20/How-did-Churchill-view-Islam-and-Muslims-.html