Holy Communion should be capitalised as a proper name; however, communion used as a general term should not be, because it isn't a proper name.

Is Communion a capital?

A Communion, with a capital C and also called Holy Communion, is a Christian religious service involving consecrated bread and wine.

Is Communion and confirmation capitalized?

That's Capital

I know First Holy Communion is capitalised. Same with Sacrament of Confirmation. Both are usually shortened to 'making your communion/confirmation'.