The footage, which appears to have been filmed in November ahead of his win over Wladimir Klitschko in Dusseldorf, sees he and his team say a Christian prayer, before a trainer takes over with a seemingly Islam version.
In the post, Fury writes: 'This is what I'm about unity throughout the world'.
The boxer has since changed his profile back, with his name now reading 'TysonlukefuryakaGK'.
Religion is not something Fury has previously shied away from, offending many with a rant about homosexuality and paedophilia at the end of 2015.
He said: 'We live in an evil world, the devil is very strong at the minute, very strong, and I believe the end is near. The Bible tells me the end is near. The world tells me the end is near. Just a short few years, I reckon, away from being finished.
'Abusing the planet, the wars in the Middle East, the famines, the earthquakes, the natural disasters, all these things are talked about 2000 years ago before they even happened. Prophesised. So now it's all coming true.
'There are only three things that need to be accomplished before the devil comes home: one of them is homosexuality being legal in countries, one of them is abortion and the other one's paedophilia.
'Who would have thought in the 50s and 60s that those first two would be legalised?'
Fury has been suffering from severe depression, initially having his rematch with Klitschko abandoned due to an ankle injury before he was declared 'medically unfit to fight' in the rearranged bout due in Manchester on October 29.
Reports have since emerged that he also tested positive for cocaine, and the heavyweight initially poked fun at the situation by posting a picture on Twitter of himself edited into a cocaine scene from the film Scarface - but he later admitted to frequent use of the Class A drug.
The fighter is set to face a probe from the UK Anti-doping Agency after a sample from 2015 - nine months before he beat Klitschko - is said to have contained traces of the banned substance nandrolone.
