Here's why we know this:
* Marriage to King Edward IV: Elizabeth was the queen consort of England, married to King Edward IV, who was a devout Catholic. The English monarchy at that time was firmly established within the Catholic Church.
* Founding of religious houses: Elizabeth founded religious houses, including the Greyfriars Monastery in Coventry, which suggests a strong personal devotion to the Catholic faith.
* Patronage of religious art: She was a patron of religious art and commissioned religious works, further demonstrating her religious commitment.
While the degree of her personal piety and her specific theological beliefs are not fully known, there is no evidence to suggest she was anything other than a devout Catholic.