Short answer: sometimes “yes”, sometimes “no”.
The Daily Mail and the Daily Telegraph have both reported that an Afghan man (who has not been named) who had become an atheist after coming to the UK has been granted asylum on the grounds that, as an atheist, he would be in physical danger were he to be returned to Afghanistan; and the Home Office has accepted that that would amount to “religious” persecution. The case was submitted to the Home Office under the 1951 Convention and Protocol Relating to the Status of Refugees, Article 4 of which declares that:
“The Contracting States shall accord to refugees within their territories treatment at least as favourable as that accorded to their nationals with respect to freedom to practise their religion and freedom as regards the religious education of their children”.
The Telegraph reports that the man’s lawyers did not have to establish atheism as a “religion” because it was clear that any risk that he faced would be of a religious nature; but his solicitor, Sheona York, said that the decision represented “an important recognition that a lack of religious belief is in itself a thoughtful and seriously-held philosophical position”.
Obviously, there is no more formal report – it was a Home Office decision rather than a ruling by a court or tribunal – and we should not attempt to make too much of it. However, it does prompt the thought, “So why would this be a problem?”
In addition to the protection in Article 4 of the 1951 Convention, Article 9 ECHR protects the right to
“… freedom of thought, conscience and religion; this right includes freedom to change his religion or belief and freedom, either alone or in community with others and in public or private, to manifest his religion or belief, in worship, teaching, practice and observance” [our emphasis].
The domestic courts and tribunals have sometimes given “thought” and “conscience” a fairly wide interpretation, particularly in relation to employment law. In Maistry v British Broadcasting Corporation  ET 1313142/2010 it was held that a belief that public service broadcasting had the higher purpose of promoting cultural interchange and social cohesion could constitute a philosophical belief for the purposes of the Employment Equality (Religion or Belief) Regulations 2003. (Lord Reith would no doubt have been delighted.) Similarly, in Grainger Plc & Ors v Nicholson  UKEAT 0219 090 311 Burton J, sitting alone, concluded that a belief in man-made climate change and the alleged resulting moral imperatives arising from it was capable, if genuinely held, of being a philosophical belief for the purposes of the 2003 Regulations.
If belief in the BBC Charter and belief in climate change can be “philosophical beliefs” for the purposes of employment law, then it is difficult to see how atheism can be very different. Moreover, it is pretty obvious that “conscience” is not an exclusive preserve of the religious: and equally obviously, if a person ceases to be a Muslim (or a Christian or a Sikh or whatever) and becomes an atheist, that must surely constitute a change of belief of the kind that is protected by Article 9. If, in such circumstances, returning someone to his or her country of origin would put that person at risk of physical harm on that account, then surely the case for granting asylum is made out.