Earlier this week violent scenes forced President Blaise Compaore to resign following 27 years in power.
Opposition leaders have been urging Mr Compaore not to seek re-election next year in what would have been his fifth term in power.
But when his party looked set to approve a bill allowing him to run again protesters stormed the parliament and set it on fire.
The army has taken over presidential duties but it's still unclear who has overall control of the West African country.
Revd Pius Akator from Lighthouse Chapel in the capital Ouagadougou told Premier the protestors were not attacking religion and most Christians were safe.
He said: "Christians are not being attacked. The whole issue is not yet religious.
"But Christians are praying. We started praying last year, praying for the country and praying for peace."
Burkina Faso is a majority Muslim country but there's a sizeable Christian minority of around 20%.
The country hosts French special forces and is an important ally of both France and the US in the fight against Islamic militants in West Africa.
It's one of the world's poorest countries and is often troubled by famine and drought.
Revd Akator added: "Christians in the UK should continue praying for us in Burkina Faso.
"Pray for our leaders, we pray that God will raise up leaders and we pray for the whole country."