I consider the Government of the United States as interdicted by the Constitution of the United States from meddling with religious institutions, their doctrines, discipline, or exercises [….]  But it is only proposed that I should recommend, not prescribe, a day of fasting and praying. That is, I should indirectly assume to the United States an authority over religious exercises, which the Constitution has directly precluded them from. It must be meant, too, that this recommendation is to carry some authority and to be sanctioned by some penalty on those who disregard it; not indeed of fine and imprisonment, but of some degree of proscription perhaps in public opinion. And does the change in the nature of the penalty make the recommendation less a law of conduct for those to whom it is directed? […] Every one must act according to the dictates of his own reason and mine tells me that civil powers alone have been given the President of the United States, and no authority to direct the religious exercise of his constituents.

Thomas Jefferson (1743-1826) American political philosopher, polymath, statesman, US President (1801-09)

Letter to Samuel Miller (23 Jan 1808)
    (Source)

On refusing to issue a Thanksgiving proclamation during his presidency.