Rt Rev Pete Broadbent made his comments after speaking during a service at St Mary's Church in Acton - one of many events held to remember the genocide, in which millions of people died.
Writing on Twitter, he said: "Confound and confute the deniers, ensure a voice to the educators and remembrancers, commit to the work of ensuring that it [the Holocaust] never can happen again."
Across the country, some congregations invited guest speakers or staged visual displays, while others opened their doors for times of prayer and reflections to mark Holocaust Memorial Day.
The international initiative also remembers people have died in atrocities since the Second World War - including genocides in Rwanda, Bosnia and Darfur.
Picture: Auschwitz concentration camp
Richard Spencer, an Anglican priest working for the Holocaust Memorial Day Trust in Wales, told Premier: "Some places of worships are holding exhibitions.
"They can be very small ceremonies, [such] as [a] candle-lighting ceremony... a moment's silence or they can be a little bit more formal, with a bit more detail."
The Archbishop of Wales, John Davies delivered the blessing at a commemorative event inside the National Ceremony in Cardiff City Hall.
In Scotland, a new heritage centre in honour of Jane Haining (pictured above) - a Scottish missionary who perished in the Holocaust - was officially unveiled at Dunscore Church in Dumfries and Galloway.
In Northern Ireland, special services are being held by churches in Bangor and Downpatrick on Sunday, while another is planned for a church in Millisle on Tuesday.
Click here to listen to Premier's Alex Williams speaking with Richard Spencer at the Holocaust Memorial Day Trust in Wales:
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