Well, you could always say that you have a class or sport of some sort at that time.

What you should do:

Kindly, gently, and respectfully inform X that you aren't in the same religion as her. She might freak out, but I can't imagine that she wouldn't be able to handle the concept that there are multiple belief systems in the world. If this is true, personally I find that a little worrisome.

What you shouldn't do: 

Lie to her. It is never a good idea, and if you continue to do so, it will eventually snowball into a huge mess. In this situation, making excuses will assuredly blow up in your face. It just delays the problem, not fixes it. It seems a lot easier, but it will be far better in the long run to tell her straight.

Hope this helps! ^^ 

Yeah... basicly what Abi said. She's right, lying might seem like the easier thing to do, but it's all definately going to explode later on. Your friend might even think she can't trust you, which would probably put a quicker end to the friendship than you two being different religions. 

"Oh, what a tangled web we weave, when first we practice to decieve." -Walter Scott

He's right. If you make too many excuses it's going to get harder and harder to keep them up. Just calmly explain to your friend that you are not her religion. That seems easiest to me.

But if you are absolutely certain that if she found out that you are different religions she would end the friendship then my advice is to politely tell her that you don't really want to do it. It could be as easy as that! If she presses harder, then you probably should tell her your religion.

If she makes a big deal about it, remind her that religion hasn't come into your friendship before and you are the same wonderful person you always have been. Religion doesn't change that. 

I hope this helps and you two stay friends! 

I have to agree with Abi. Don't lie to her, that will bring a heavy weight on your chest knowing you are lying to your friend. Explain kindly that your religion is different, although you respect her own religion. 

I have the same situation with one of my friends. He now understands my religion is different and respects that. Regardless, we are still best friends. I wish you good luck! 

I agree with Abi. You have to tell her that not all people  belive in the same things. She should understand, and hopefully, things will go on just as they did before. Good luck, and I hope things go well.

If you tell your friend calmly that you aren't her religion and cannot go with her, she will probably  listen. Hopefully X won't freak out. You can always suggest some place else that you can hangout  together that dosen't have to do with religion.

Good luck. I hope this issue works out! 

I would just like to add that X probably isn't asking you to her religion group because she thinks you're something you're not. She's your friend. She probably just wants to spend time with you and share something she loves with you, which just happens to be a religion. It is perfectly okay to politely decline and explain why you don't want to go. If she is a true friend, she will respect you as well.

Best wishes! Let us know how it goes. 

You shouldn't lie to her.  I understand that you value your friendship with her, but in the real world, there are many different belief systems.  X needs to understand that, and she will have to understand that later in life.  It is just a fact.  You can be the one to help her so that she doesn't have difficulties later in life.  She has to accept it, and if you keep lying it will work out badly and ruin your friendship anyway.

I'm with Abi, just tell her gently that you would be uncomfortable to join her. Tell her you may some time, but not yet. That might be best.