It's mentioned about seven times in the Bible. But it's a lot different than what religion actually is. When the Bible talked about religion, most of the time, it would talk about beliefs that were bad and beliefs that didn't really help do anything at all. It doesn't actually mean that Christianity isn't a religion; it is. It's just saying that for a while men have been doing what made them feel better and now they need to worry about what makes others feel better.
Christianity is not a religion on it's own, many religions believe in Christ. Believing in Jesus is Christianity which is FAITH that gave birth to many religions. Catholicism, Baptist, Protestant, etc. are all religions based on Christianity.