In 2003, Holum joined an order in the Bronx in New York City, then was sent to northern England, which has a small Catholic community.
"It's been quite a journey," she said.
Today, she works with the poor and devotes herself to evangelism in parishes and youth retreats. The convent distributes food and runs soup kitchens.
Her decision to take her Catholic vows was a "peaceful" one, according to Holum. But the mental preparation required for athletic competition has helped her sustain the religious life.
She has even compared the discipline and motivation that drives athletic competition to getting into Heaven.
Holum said she had an inkling about what would become her strong faith even before she went to the Olympics when her mother sent her on a pilgrimage to Fatima in Portugal with her cousin.
"When I was 15, I remember having an experience, a kind of feeling that there was something more for me than speed skating," she said.
At the same time, she asked the "blessed mother" to pray for her speed-skating career.
But today, with more perspective, Holum told the Catholic press, "Heaven is eternal glory, where the Olympics -- winning a gold medal or what not -- is brief glory."