An interview with the 45 year old has been published by The Guardian, as his latest movie Deepwater Horizon, opens in UK cinemas.
He told the newspaper: "Everything good that has happened to me in my life, whether it's meeting my wife or the births of my children, happened when I started focusing on my faith."
Mark Wahlberg, a Catholic, is said to have a daily prayer routine and insists film crews accommodate his weekly Mass services.
He told The Guardian a 45-day prison sentence handed to him as a teenager for battery pointed him towards connecting with Catholicism.
Wahlberg added: "Everybody goes to jail and gets on their hands and knees and says: 'Please God, if you get me out I promise I'll never do it again.'
"And, of course, by the time you're out, you fall back into the same habits. But something just kept me wanting to go a little bit more into it."
His new film tells the true story of Deepwater Horizon oil spill which originated on a BP-operated rig in the Gulf of Mexico in April 2010.
Wahlberg, who stars alongside Kurt Ressell and John Malkovich in thefilm, has also appeared in movies including Transformers: Age of Extinction and The Departed.