That's not exactly true; e.g. in the UK, there was a lot of terrorism in the past by IRA - although Ireland and the UK have different religions, I don't think that was the main issue. The main issue was divisions between two groups of people and the resulting inter-group hate.
On the other hand, religion is probably the most important, yet arbitrary and completely illogical, divisive influence in the world. So, religion most definitely is to blame.