Render unto God....
The Constitution is a document primarily concerned with laying out a form of government in order to protect the God given rights of its citizens.
Had the federalists had their way, there would be no BOR. Next time you give thanks, give thanks to George Mason and the anti federalists, the Christians who understood that rights flowed from God and not from the state.
But it's the very BOR itself (First Amendment) which contains the anti-establishment clause, as any semblance of an official religion would stifle religious freedom.
Actually, James Madison was a federalist, and he wrote the Bill of Rights. Alexander Hamilton though, did not feel the need for a Bill of Rights because the Constitution is a restraint on government, not the rights of the people. He apparently could not fathom a scenario where government would even be in a position to question individual rights, or infer that the people aren't entitled to them. So, in that respect, to say that the Federalists didn't want a Bill of Rights is disingenuous -- it wasn't that they didn't believe in individual rights. They simply did not recognize the need to specify them in the Constitution.
I also believe that rights do not come from the state. I believe individual rights are inherent among all of us, regardless of how we perceive their spiritual or nonspiritual origins.
By the way, Thomas Jefferson was also an anti-federalist, among many other things. But you will get strong disagreements, even from evangelicals, that he was far from a Christian. We need to be careful not to lump all industrialist's into one specific set of religious beliefs.