I would tend to agree that other apes, for example chimpanzees, do not have 'gods'.
The origin of theistic modes of thought appears to come from our facility for agency detection, i.e. to discern that which is the result of intervention by an agency - seen or unseen - from that which is the result of 'impersonal' natural forces.
Intro to agency detection
But when tested chimpanzees, while aware of self-agency, and the agency of observed causative agent such as the researcher, seem incapable of moving beyond intuitive physical thinking.
In the book "Root of Thought: Reflections on Neuroscience" by the aptly named Henry Kong (available on Google Books), there is a section on the work of Povinelli and Vonk with chimps and children. The researchers showed that both could determine visible causes for phenomena equally well, but when an invisible cause was added (in this case a misweighted but otherwise identical block that would prevent the subjects from stacking the blocks and receiving a reward), only the human children seemed able to discern that this particular block was responsible. As Kong puts it, to the chimpanzees, the cause was literally "out of sight, out of mind."
This would lend credence to the argument that chimpanzees, and probably the other apes, lack the facility to comprehend or concont an invisible cause.