Rt Revd Paul Butler will be completing two prayer walks a year until he's walked across all 8 deaneries of the dioceses.
He began the first, which is expected to take four days, on Thursday.
Bishop Paul said: "I love Prayer Walks because they are a great way to discover an area and meet people.
"As we walk and pray together we seek to bless, and be blessed by, the people and communities that we visit. I hope that people will join me. It is fun, enjoyable and really rewarding to do."
The Prayer Walks build on a similar series that Bishop Paul held when he was Bishop of Southwell and Nottingham prior to moving to Durham, where he replaced Most Revd Justin Welby who became Archbishop of Canterbury.