Al-Khalili made the comments during a debate with Christian professor Alister McGrath on Premier Christian Radio's Unbelievable? programme.
Al-Khalili said, "I'm envious...of Alister. [Faith] gives you meaning. Things fall into place with your faith, whereas for me I'm still grasping and reaching to try and find out. I'm envious of your faith, but I'm nevertheless at peace at not knowing."
The scientist was also critical of fellow atheists who dismiss religious belief out of hand saying: "I've had other atheists say religious faith is just intellectually lazy. I'm not going to fall into that trap."
Al-Khalili, who hosts The Life Scientific on Radio 4 said human beings are "programmed to seek meaning", but "no one knows" whether a higher purpose to the universe exists.
During the debate, titled 'Who invented the universe?", McGrath said there are "multiple understandings" of what "humanism" is.
"Because there are multiple definitions and understandings of what human beings are all about, there must be multiple understandings of humanism as well. [But] 'humanism' is now used to mean an anti-religious viewpoint."
When asked by McGrath if "secular humanism" would be a better word to describe The British Humanist Association, Al-Khalili agreed: "'Secular humanism' is a much more honest description of what the humanist movement currently stands for...just to say humanist is not enough.
Al Khalili, who has been President of the British Humanist Association since 2013, even suggested that the special status given to "humans" in secular humanism may be wrong, saying "the danger is it can be seen as elevating humans above where they are within life on Earth. That somehow we are special. As a scientist I'm aware that humans are evolved apes. Humanism I think somehow elevates us into that category which really shouldn't exist."
Al-Khalili criticised the extremism he's observed from both believers and atheists. "This polarisation into I'm right and you're wrong, we know how much trouble it's getting us into around the world," he said.