The village's population follows Shafi'i Sunni Islam. Khynalyg's inhabitants are very religious and prior to accepting Islam, had been followers of Zoroastrianism. Currently, there are almost ten mosques in the village. In the 12th century, Abu Muslim had started to preach about Islam in the region, and thus, the "Juma Mosque" built at that time is named after him. This holy place, located on the hill in the centre of the village, is considered to be the precursor of all local mosques. Two rocks, two meters high, on the right-hand side of the entrance to this Mosque have runic inscriptions. A plaque situated on the wall on another mosque called Pirjomard shows the date of its construction - in 1388 AD.