Mr Clark's conversion followed conversations over several years with Father Michael Seed, ecumenical adviser to the late Cardinal Basil Hume, leader of the Roman Catholic church in England and Wales.
Father Seed yesterday confirmed that he had received Mr Clark into the Catholic church earlier this summer, "quietly and without any fuss".
On learning from Mr Clark's family that he was gravely ill, Father Seed went to his bedside on Saturday evening, hours before he died, to anoint his body with holy oil and give him the sacrament of the sick for the last time.
Father Seed, who has received a number of high-profile figures into the Catholic church, including the Conservative MPs Ann Widdecombe, John Gummer and Sir George Gardiner, said that although Mr Clark had a reputation as a renegade, he was a deeply spiritual man.
"We are all flawed people and perhaps Alan was viewed as such," he said. "However, I can only testify to his absolute integrity and his spiritual depth."
It was agreed that Mr Clark's conversion should be kept secret until after his death. However, even yesterday, his family apparently did not acknowledge his conversion. In an unusual statement, they said: "He was buried in the ground of his home, Saltwood Castle, in the presence of his close family. The service, at the request of his wife and family, was conducted according to the rites of the Church of England from the Common Book of Prayer by the rector of Saltwood, Canon Reg Humphriss, and the vicar of Hythe, Canon Norman Woods. On the previous Thursday Canon Woods had administered the last rite."
In becoming a Catholic at the end of his life, Mr Clark followed in a long tradition of so-called death-bed conversions. Oscar Wilde was received by a priest as he lay dying. Long before, he had declared that "Catholicism is the only religion to die in". Malcolm Muggeridge converted shortly before he died, as did John Wayne, Mae West and the former foreign secretary George Brown.
Last year Judge James Harkess converted to Catholicism. As the husband of Valerie, and father of Alison and Josephine, all three of whom slept with Mr Clark - and famously became known as "the coven" - he had more reason than most to begrudge the MP. However, last year he also published a book about forgiveness.
Earlier this year Mr Clark contributed to Father Seed's book Will I See You In Heaven?, an anthology of well-known people's views on the afterlife.
There, in one of his last pieces of writing, Mr Clark wrote: "Heaven is that place where all nature lives in harmony. Where man and animals, and birds and trees and crops and water all recognise in each other the gifts of God their creator. And where neither greed, nor cruelty, nor malice have any place, and the judgement of the Almighty is perpetual."