There is certainly evidence that he was interested in the cult of the sun god, Sol. One of the most striking examples of this is the way that the Colossus of Nero (the enormous bronze statue of the Emperor Nero that stood on the site near the Colosseum—and which later gave the Colosseum its name) was transformed under Constantine's rule into a portrayal of the sun god (if you follow certain historians' arguments). Sol also appears several times on the Arch of Constantine. I'd recommend Elizabeth Marlowe's article "Framing the Sun: The Arch of Constantine and the Roman Cityscape" Art Bulltin (2006).

In Marlowe's view, the surviving written evidence (mostly Christian sources) makes Constantine out to be a Christian—but the material evidence suggests a strong interest in the cult of Sol. For more on that, see Martin Wallraff, "Constantine's Devotion to the Sun after 324" Studia Patristica 34 (2001)

Within Marlowe's essay, see note 5 for more sources on historians who've addressed aspects of Constantine's Christianity and conversion.