The CFA are investigating after fans of the club invited 15 Taoist priests on to the pitch to pray for a good result in Sunday's match with Shandong Luneng, which Henan went on to win 2-1.
The Paper, a state-run newspaper based in Shanghai, carried a picture of the ritual showing a desk on the pitch covered with a yellow cloth on the eve of the game.
There is incense and three flags flutter behind the table bearing mantras including "God's will is that Jianye must win."
The CFA said that it had asked Henan, whose fears of relegation eased with the victory at their Zhengzhou Hanghai Stadium home, for an explanation.
"The football pitch is not a religious place and hosting such activities on a public sports field is neither appropriate nor conforming with the image of professional football," the CFA said in a statement. "Instead of asking for help from gods outside the pitch, Henan should seek victory through self-endeavour and battling on it."
Henan, for whom former Bolton Wanderers and West Ham United striker Ricardo Vaz Te scored the opener, said on Tuesday they were "touched by the fans' desire and anxiety for the team to pull it together and fight to stay in the league".
But the club added in the statement: "Victory can't be gained through prayers."
China has an ambiguous relationship with religion.
The officially atheist Communist party stomachs it but keeps tight control for fear of a challenge to its grip on power.
It is not the first time this season a Chinese club has gone to bizarre lengths to get back to winning ways at home.
Guangzhou R&F repainted their blue-coloured stadium gold in July, saying it was better feng shui -- and they have not lost there since.
The philosophy of feng shui — literally meaning "wind and water" — is influential in many parts of Asia, where people carefully position items in offices and homes to maximise good fortune and wealth.
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