Although the series is a fantasy set in multiple worlds, there is no doubt that Mr. Pullman, a self-described atheist, targets Christianity--and particularly a rather thinly disguised Catholic Church--in these children's books.
The polemic against [YAJ's] religion starts … in the first book, which introduces … the personal daemon. A daemon is not a demon but … a sort of guardian spirit ... in animal form. Children's daemons change to match their mood or suit their purposes (say, from a moth to a wildcat), but they settle into a fixed form at puberty. This change is the crux of the entire series; that is, the series is about growing up.
In His Dark Materials, however, the church condemns growing up, particularly sexual awakening. "That's what the Church does, and every church is the same: control, destroy, obliterate every good feeling," claims a character in "The Amber Spyglass."… So strongly does this church want to "save" children from autonomy and the resultant possibility of choosing sin, that it literally cuts them away from their daemons, destroying their souls.