According to The Christian Post, she was a Christian:
He actions as a pro-Palestinian and anti-Israel activist speak louder.
Those are encouraging and comforting words, but was she referring to Allah? After reading other accounts of her "career" as a peacenik, she was reported as being misguided, and serving as a "useful idiot" by the terrorists.
The bottom line is that I am conflicted as to what to believe, especially reading that Kayla became the "wife" of an ISIS militant. She was buried in a burka like a Muslim.