Baroque art was predominantly Catholic. In which European country did Baroque art originate?

Italy

To be specific in Rome, Papal State, around 1600. Baroque included all the manifestations of literary and artistic activities. At its basis lay creative transformation of Renaissance classicism in an effort to achieve maximum impact on the recipient, till 20th c. it was known as "unofficial style of Catholic Church" and sometimes used to be called 'Jesuit style"