10Now when Jesus heard this, He marveled and said to those who were following, “Truly I say to you, I have not found such great faith with anyone in Israel. Matt 8:10 NASB
The Centurion's faith is greater than anyone else's in Israel. You know who that includes? Yet we don't see Catholics worshipping or praying to the Centurion.
Jesus actually says he has not "found" anyone in Israel with such great faith, indicating those people he has found/encountered in the previous part of his Galilean ministry. This does not include his mother who knew him from birth and knew full well about his ability to perform miracles (hence her inaugurating his public ministry by requesting a miracle from him in John 2 before the incident with the centurion), nor do I think Jesus means to place the centurion's faith above Moses or Elijah's or various other OT prophets with this statement. Jesus frequently used figures of speech and formulaic statements, which seems to be the case here. His main point is that the pagan Centurion's faith puts Jesus' Israelite doubters to shame.
Catholics do quote the Centurion every Mass before receiving the Eucharist, though, so we do take his example of faith and humility as a role model. And prior to that, in the opening part of the Mass, we ask our brothers and sisters who are present as well as "all the angels and saints" to pray for us, which would presumably include the Centurion.