The 38-year-old actress was raised believing in the ideals of The Church of Jesus Christ of Latter-Day Saints - a form of Christianity - which bans cigarettes, coffee, tea, drugs and has a strict law of chastity, requiring abstention from sexual relations outside of marriage.
In an interview with The Sun newspaper, she said: "I grew up as a Mormon and that had more of an impact on my values than my beliefs. I'm afraid I will always feel the weight of a lie.
"I'm very hard on myself anyway. Religious guilt carries over, too. You can't really misbehave without feeling badly about it -- at least I can't.
"Even when I go out with friends and we go overboard at bars or clubs, I wake up the next morning feeling a bit conflicted about having had too much fun."
Although Amy no longer follows Mormon rules she still believes the religion is a force for good, and insists the teachings allow her to bring "a lot of joy" to the people around her and have made her a "positive and hopeful" person.
The 'Man of Steel' star said: "Religion can be a positive thing in people's lives. It provides a support system if you embrace it, despite all the controlling and guilting aspects of religion that I grew to resent."
Amy isn't the only famous Mormon, The Killers singer Brandon Flowers is still practising in the church.