An attacker got out of a car before firing at police outside a Marks and Spencer store in the Champs-Elysees on Thursday evening, according to anti-terrorism prosecutor Francois Molin.
Fr Aidan Troy, a priest at St Joseph's Catholic Church in Paris - a short distance away from the incident - told Premier he "totally" believes in the power of prayer and outpourings of support after such events.
He said: "We are all united in this. Anyone who is for goodness, anyone who is for decency and certainly anyone who is for Christ, we are together, brothers and sisters in this. It does matter."
The gunman was shot dead by other officers and an investigation into the incident, which also left a female tourist wounded, is now underway
Fr Troy, who arrived on a train at the Champs-Elysees a short time after the shooting, said: "It was a very sad scene. You could see it in the face of the police; they'd just lost a colleague.
"Others were injured - a passer-by hurt. And then the awful uncertainty of not knowing is this it or is there somebody on the loose or whatever."
French officials have said the suspect had previously been flagged as an extremist.
Islamic State has claimed responsibility.
After returning to the Champs-Elysees on Friday morning, Fr Troy said: "Like every place where there's been tragedy - whether it's London or wherever - the street is open again.
"I saw restaurants getting deliveries so life has to continue even in the midst of appalling murder and killing."