He was what would have been termed a hanif. This wasn't a specific religion but rather a label used for the people who turned their back on the organized religions of their time and attempted to worship God the way they believed Abraham had done. Like I said, it wasn't a specific religion, and the main thing which grouped all of these people together is that they rejected polytheism. Some, such as Waqarah ibn Nawfal, followed their own syncretic mix of Christianity and Judaism whereas others such as Zaid ibn 'Amr ibn Nufayl rejected polytheism, Christianity, and Judaism.

As far as Christianity, Judaism, and Zoroastrianism, none had any real presence in Makkah. You did have Judaism in Madinah (then called Yathrib), and further south in Yemen. Christianity was followed by Arab tribes who bordered the Byzantines. I don't know of Arab tribes which were Zoroastrian but if they did exist, it would have been those bordering the Sassanids. Although the Makkans would have been aware of these religions from their trade encounters, the city itself was pretty much wholly pagan (with the rare hanif popping up here and there).

As for a specific religion, it would be hard to say. However, in general, pre-Islamic Arabia was primarily polytheistic and tribal based, reflecting the tribal structure of society. To quote John Eposito, "Gods and goddesses served as protectors of individual tribes, and their spirits were associated with sacred objects-trees, stones, springs, and wells. Local trial deities were feared and respected rather than loved, the objects of cultic rituals (sacrifice, pilgrimage, prayer) and of supplication ad propitiation celebraed at local shrines"(Islam, p.3). Along with this varied polytheism, there was a shared belief in a single, unifying deity, Allah, and his three daughters: al-Lat, Manat, and al-Uzza. However, it must also be noted that there was indeed a presence of various Christian sects, Judaism, and even Zoroastrianism throughout the Hijaz. All of these could have very well influenced the personal faith of Muhammad. Fred M. Donner also has a little to say regarding pre-Islamic religion, particularly in the late sixth and early seventh century CE; however, he focuses more on the political and cultural influences of the Byzantine and Sassanian empires on the region. For further information on the subject, I would recommend the following texts (which I referenced for this particular question):

Donner, Fred McGraw. Muhammad and the Believers: At the Origins of Islam. Cambridge, Mass.: Belknap Press of Harvard University Press, 2010.

Esposito, John L. Islam: The Straight Path. 4th ed. New York: Oxford University Press, 1998.

hi! you may be interested in these previous discussions

on Muhammad

• What do the histories say about Prophet Muhammad and his life pre/post Islam?

• What religious background/knowledge do historians believe Muhammad had before the development of Islam?

• What was Prophet Mohamad's religion prior to Islam? Do we have any information about religion in Quraish or the surrounding area?

• first question in this AMA AMA- Pre-Islamic Arabia

for context

• the rest of the AMA AMA- Pre-Islamic Arabia

• What was the culture and religion of the Arabian Peninsula like before Islam?

• What was the major religion of the arab world pre-Islam?

• Pre-Islam religion.

• What was the religion of Mohammad's family and ancestors?