A block from Main Street, the Canmore Mountain Baptist Church lives in a hall attached to an Anglican chapel. Colourful tapestries, tropical plants and walls of sunbeam yellow contrast warmly with the snow outside. A flock of about 30 have gathered for Pastor Trevor Sato’s Sunday evening service. Wearing a blue checked shirt with rolled-up sleeves, he gives a practical sermon on reading the Bible, then grabs a guitar to strum a couple of hymns, his sons on keyboard and bass.

Early on Sato throws the service open to the floor. A young woman at the back of the room breaks down, tearfully explaining that her husband has suffered a bad fall and she is struggling to care for him and their young family. Quickly, half a dozen worshippers surround her, support her. One kneels in front, Bible in hand, and reads out Psalm 146. “The Lord lifts up those who are bowed down; the Lord loves the righteous.” His voice is calm, clear and certain. This is Gavin Peacock; this is his new life.

You will remember Peacock as one of the most astute English attacking midfield players of the 1990s in his time with Newcastle United, Chelsea and Queens Park Rangers. He retired in 2002 to become that rare species, a pundit of eloquence and insight. Last summer, after covering Euro 2008 for the BBC, he did an extraordinary thing. He gave up his comfortable life in Kent and his male-fantasy job and emigrated to Canada with his wife, two children and two dogs to study divinity in preparation for a life in the church.

Home is now a chalet in Canmore, a prosperous little place in the Rockies, an hour’s drive west of Calgary and 15 minutes from Banff. Coyote and elk roam the icy golf course that backs on to the rear of the swish modern property the Peacocks bought as a holiday retreat in 2007. Pine trees peek out from the snow swaddling the mountains that surround the town and make the 4x4s that hurry along the Trans-Canada Highway seem as mighty as dots of dust.

Canmore is a physical waypoint on Peacock’s spiritual journey. A couple of times a week he drives to Calgary’s western fringe for classes at Ambrose University College, an evangelical seminary where he is at the end of the first year of a three-year masters degree in divinity. Last summer he pondered whether Spain’s 4-5-1 formation was more cunning than Germany’s 4-2-3-1. At the moment he is studying Incomplete Synonymous Hebrew Parallelism and the Syntactic Display of Greek Text.

Among his lessons are two Hebrew and two Greek classes a week, deconstructing Bible passages in their ancient form for a more intimate understanding of the word of God. Peacock also spent a year in Cambridge on an Old and New Testament foundation course.

Sport borrows terms and concepts easily and lazily from religion, but some parallels flow naturally: the community, the glory and the suffering, the places of worship; the saviours. After all, Peacock’s former Match of the Day team-mate, Alan Shearer, recently rose from the studio sofa to become Newcastle’s latest Geordie Messiah. Peacock understands how sport can be essential yet trivial, spiritual and secular, because his life has entwined religion and football since his teenage years.

Now 41, he became a Christian aged 19. “I walked into a youth group as a young professional footballer with money in his pocket, a nice car, promising career,” he says. “The world would say I’ve got everything. And these young people were just sitting around talking about Christ as if they knew him personally. I thought, ‘There’s something real here and something missing in my life.’

“Up until then football was my God. Suddenly, everything fell into its proper place. I realised who Jesus was and what He had done on the cross by dying for my sin.”

Peacock still plays — for Canmore United, the local amateur team, who train indoors each week during the long winters and treat him like one of the lads. He discusses football with enthusiasm but he talks about God with zeal. “When you score a goal you never feel more alive,” he says. “But that’s just a momentary high, it’s not reality. It’s not the truth, it’s just a glimpse of something. In the big picture my reality is my walk with God and it’s eternal and everlasting.”

Two and a half years ago the walk became a sprint. “I was at a bit of a plateau spiritually and I was drifting, I didn’t feel I was moving on in my Christian life,” Peacock says. “I just didn’t have that fire, that real urge and desire. And really it was a case of out of the blue, I felt a weight of conviction and I just knew I was to pursue this trajectory in life.

“I remember sitting in my study reading the Bible and suddenly the words were leaping off the page and coming alive. Just this weight of conviction, like, ‘Yeah, I want to do this but also I’ve got to do this.’ ”