It shows that they are also more likely to believe it is possible to contact the dead, and that fortune-tellers can predict the future.
The study was carried out by Leslie Frances and Mandy Robbins from the Welsh National Centre for Religious Education, in Bangor.
Professor Frances said the findings reflected a greater emphasis on spirituality at Catholic schools but said the beliefs of some pupils in faith secondaries needed to be more carefully nurtured.
"There is a knowledge of religion that opens up the possibilities of a wider belief in the things that are not accounted for in the general norms of a scientific view of the world," he said.
"I am concerned about the proportion of young people who now believe in horoscopes because it means they are living in a world where they are not fully in control of their actions."
Researchers surveyed pupils aged 14 and 15 at Catholic, Church of England and non-denominational schools to gauge their attitudes to religious belief, world events and personal problems.
In the survey, 37 per cent of pupils at secular schools said they believed in God, compared with 51 per cent of Anglican and 71 per cent of Catholic pupils.
The study found that that 43 per cent of non-denominational pupils believed in life after death, compared with 54 per cent of Anglicans and 56 per cent of Catholics.
Researchers said 36 per cent of non-religious and Anglican pupils believed their horoscopes, compared with 39 per cent of Catholics.
A fifth of children at secular schools said fortune-tellers can predict the future, compared with 24 per cent of Anglican and Catholic pupils.
A total of 32 per cent of pupils at non-denominational schools said it is possible to contact the spirits of the dead, against 33 per cent of Anglican and 34 per cent of Catholic pupils.
Professor Frances said faith schools needed to listen to what young people believe more seriously, and allow them to explore all aspects of their spirituality.