In my experience and from statistics I have seen there is little correlation between intelligence and religious inclination. For example Donald Knuth is strongly religious. (Evidence: http://www-cs-faculty.stanford.edu/~knuth/things.html. ) But can anyone honestly deny his intelligence?
That is not to say that there is no correlation. In general educated people are more likely to be exposed to thoughtful commentary on atheism, and are therefore more likely to consider the idea. But the correlation seems to be with exposure, and not propensity to be convinced by it.