Yes, Lula da Silva is Catholic. This information can be found in an interview with "Cancao Nova".
"Presidente Lula: Eu sou católico, mas muito mais do que ser católico, eu sempre tive uma relação muito forte com a Igreja Católica, sobretudo com OS movimentos sociais ligados a ela."
Translation
President Lula: I am catholic, but besides being catholic I always had a very strong relation with the Catholic Church, particularly with the social movements associated with it.
Source: http://www.cancaonova.com/portal/canais/entrevista/entrevistas.php?id=402