Researchers set out to test it (pdf):
Some say we believe in God because our intuitions about how and why things happen lead us to see a divine purpose behind ordinary events that don't have obvious human causes. This led us to ask whether the strength of an individual's beliefs is influenced by how much they trust their natural intuitions versus stopping to reflect on those first instincts.
Alasdair Wilkins summarizes how the study was run and its conclusions:
The researchers enlisted 373 participants and had them write a paragraph about something good that had happened to them. For one half of the group, they were asked to write about a time when intuitive thinking led to a good result, while the other was asked to remember a time that reflection had helped them make the right decision. When surveyed afterward, the first group was significantly more likely to say they were convinced of God's existence than their peers. … The researchers do argue that this is evidence for a causal link between intuition and belief in a higher power, although they concede that the opposite is possible — that it's actually an abiding belief in the divine that leads people to more intuitive thought processes.
Tyler Cowen has more.
The Dish 