Freeman, 78, has played God in the comedy films Bruce Almighty and Evan Almighty claims he is not a religious person but understands "the draw, the necessity" for those who say they have a relationship with him.
The penultimate episode, of the six-part series, investigates why evil exists in the world.
He said: "To understand why evil exists, we have to know where it comes from.
"For Christianity, it could be the devil himself, or is evil something that comes from inside us?"
He journeys to Egypt, India, New Zealand and cities throughout the United States to speak to scholars and religious leaders as well as convicted criminals, about the origins of evil and how it impacts day-to-day life.
The Academy Award winner asks "Are we inherently good or inherently evil?"
A Baptist minister explains to Freeman that Christian's believe in original sin, saying: "Christian tradition has coined original sin some primal desire that we all have, a basic human urge or impulse."
Additionally Morgan Freeman looks into a social experiment conducted New Zealand, it reveals that people are more honest when they believe someone is watching them, like God.
The programme closes after a discussion with a former Nazi, who turned his life around after finding Christianity.
Morgan Freeman comments: "Evil can be contained. This hope is at the core of the Christian faith."
He also adds his own personal thoughts on faith: "We need to know evil because it drives us to do good.
"The ability to express kindness, mercy, [and] forgiveness."
