It comes as the UK's withdrawal from the European block has been put on course for a lengthy delay after MPs rejected Theresa May's EU Withdrawal Agreement by a margin of 58 votes.
The Dean of Leicester, the Very Rev David Monteith, told Premier despite the political uncertainty, Christians should listen to each other and work together as a new national identity emerges.
"We decided it was important to mark the moment, whatever happened today, so that we could bring people together," Rev Monteith said during Premier News Hour.
"We recognize that Christians have very different views about Brexit. But actually we're called to serve the one Lord and to build God's kingdom and peace."
The leadership of the Conference of European Churches (CEC) - which The Church of England is a part of, will also be attending the vigil.
Rev Monteith insisted the Church and the CEC will remain "close" post-Brexit.
He explained: "The conference leaders happened to be in Leicester today, it was pure accident as it were that that simply coincided, but we're very glad to welcome them.
"And it's very clear from both the Church of England's point of view and from the European churches point of view that we're going to have a close relationship into the future.
"We may no longer be part of the European Union, but we're still part of Europe. And the history of Christianity in these islands has been so shaped by that interchange between mainland Europe and these islands.
"And we would see each other as brothers and sisters moving forward and indeed, in a reshaped Europe, Christian people will have a major role to play in building the common good."
The result of the crunch vote means that the UK has missed an EU deadline to secure an extension of the Brexit process and leave with a deal on 22nd May.
Listen to Premier's Eno Adeogun speaking with the Dean of Leicester:
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