Theresa May, who is the third PM to attend the annual National Parliamentary Prayer Breakfast, also said Christianity had "transformed the United Kingdom".
In a written message to guests, she described the event as "an excellent opportunity both to celebrate Christians' ongoing contribution to this country and to reflect on the role Christianity can play in contemporary public life."
Mrs May joined 470 politicians - including almost 170 Members of Parliament and peers - and church leaders in singing hymns and reciting the Lord's prayer in Westminster Hall. A keynote speech was delivered by the American and Presbyterian pastor Tim Keller.
Emphasising how Christianity has helped shaped the nation, she went on to say: "Over the past two millennia, the Christian gospel has transformed the United Kingdom, with its values and teachings helping to shape the laws, customs and society of the country in which we live."
Jacob Rees-Mogg MP, Tim Farron MP, Rt Hon Ian Blackford MP and Rt Hon Iain Duncan Smith MP were among public figures who also attended the event - which included seminars on topics including tackling modern-day slavery and the centenary year of women gaining the right to vote.
In her note to attendees, the PM also said: "Whether you are a Parliamentarian or constituent, I encourage all of you to continue your engagement as Christians in public life for the common good of all."
Stay up to date with the latest news stories from a Christian perspective. Sign up to our daily newsletter and receive more stories like this straight to your inbox every morning.