Then Peter opened his mouth, and said, Of a truth I perceive that God is no respecter of persons: But in every nation he that feareth Him, and worketh righteousness, is accepted with Him (Acts 10:34,35).
Cornelius was a devout Roman who feared God with all his house; one who prayed to God alway (Acts 10:2). But he had apparently not yet heard about Christ and therefore was still unsaved, for Christ had warned: If ye believe not that I am He, ye shall die in your sins (John 8:24).
As Paul said, when dealing with the need of salvation for those who had never heard the gospel: Have they not heard? Yes verily, their sound went into all the earth (Romans 10:18). He was quoting Psalm 19, of course, which indicates that the very heavens declare the glory of God (Psalm 19:1). He had also reminded the Romans that the invisible things of Him could be understood by the things that are made, so that any who ignored the God of creation and providence were without excuse (Romans 1:20).
That knowledge, however, was still insufficient. Cornelius clearly had believed in God and was seeking to live righteously, yet was not really saved until God sent Peter to tell him about Christ. Perhaps when a person sincerely wants to know the true God and tries to live in accord with the light he has (after all, Christ is the true Light, which lighteth every man that cometh into the world John 1:9), God will somehow send him knowledge of the true Lightthrough Peter to Cornelius, or through missionaries or literature or something. For the eyes of the LORD run to and fro throughout the whole earth, to shew Himself strong in the behalf of them whose heart is perfect toward Him (II Chronicles 16:9). Cornelius could still have rejected Christ even after Peter presented the gospel to him, and so can others, but at least they will have heard the gospel. HMM