The Rockefellers are an American Christian family of German origin. There have been several important enterpreneurs and bankers in the family for several generations. The question is silly as it does not make clear who is meant by "Rockefeller." It was probably posed by a reader of some anti-Jewish hate literature where "Rockefeller" often appears as a scheming, demonic personality. Hitler and the Nazis mistakenly referred to the Rockefellers as Jewish, in order to demonstrate that the Jews ran the world through the power of money.
It may be that John D. Rockefeller, Sr., the founder of Standard Oil and reputedly the richest man ever, is meant by the questioner. He came from a German-American family. Contrary to anti-Semitic rumors, his mother, Eliza Davison, was not Jewish. John D. Rockefeller was a devout Baptist.