No, you actually had to be a conservative Protestant to join. No Catholics or other sects are allowed in the KKK. In fact while we often hear about Birth of a Nation spurring a rebirth of the Ku Klux Klan which had been fading out by the turn of the century, the fact is a huge influx of Irish and Italian immigrants also caused many men to join, as both those nationalities tended to be Catholic.
They're also a big reason behind Prohibition, as it was seen as something tha they as well as Mexicans were more inclined to the drink,,,