Green’s Dictionary of Slang

of a horse, one that is always on its knees.

1788, 1796		Grose Classical Dict. of the Vulgar Tongue (2nd, 3rd edn) n.p.: Religious Horse. One much given to prayer, or apt to be down upon his knees.
1811		Lex. Balatronicum [as cit. 1788].
1823		Egan Grose’s Classical Dict. of the Vulgar Tongue.
1862		E. de la Bédollière Londres et les Anglais 317/2: religious horse, [...] qui tombe volontiers à genoux, qui est sujet à se couronner.