The Archdiocese of Saint Louis held a service as National Guard officers patrolled the streets of the city of Ferguson.
Michael Brown, 18, was shot dead by officers on August 9 which has sparked several nights of violent protests and riots in the city.
President Obama has appealed for calm.
Last night, as protestors again gathered on the streets, a service was held at Cathedral Basilica of St Louis.
Father Art Cavitt from Blessed Teresa of Calcutta Catholic Church in Ferguson was there.
He told Premier his parishioners were living in fear: "It's a mixture of waiting for the next shoe to drop and us still trying to grab onto the hope that we would just have to have as Christian people.
"To say weeping is for the night, joy comes in the morning.
"God didn't bring us this far just to leave us is the thought.
"Our own parishioners and others are in a state of fear and confusion.
"Not knowing what to do, where to go, what it is we should be doing in this.
"But whatever it is we do in this proactive way we have to stay in a state of prayer and keep an awareness of God with us."
During the mass a special collection was held to buy food and other vital supplies for people living in Ferguson.
Local schools are being urged to hold daily Rosary services to pray for peace to return.