The star of Ted and The Departed took a break from his schedule to attend the morning service at St Aidan's Church in Seahouses.
Wahlberg was accompanied by security guards and joined a congregation of around 70 or 80 people - reportedly making a generous donation to the church at the end of the service.
Fr Des McGivern is the priest at St Aidan's, but did not recognise the film star at first.
He Chronicle Live: "I didn't even know he was in church until he left. One of my parishioners recognised him and explained who he was. It's great that we had him in for the service. We were aware he was here filming in the North East but the last thing we expected was for him to join us for Mass."
Another member of the congregation found the whole experience a bit hard to believe: "He walked in two or three minutes before 11am and no-one had a clue who he was except a couple of people. He sat in the second row from the front and stayed for the full service.
"He also took Communion, knelt at the altar for three or four minutes and prayed then left quietly.
"It was a bit surreal. No-one expected him to be there. I've heard that he is a devout Catholic and goes to church every Sunday, no matter where he is filming around the world.
"It was great to have an A-list celebrity coming to a small church in Seahouses. This is not something that happens every day!"
The Transformers cast are currently filming at various locations across the North East including Alnwick Castle and Bamburgh beach.
On Sunday morning, sections of Newcastle city centre were blocked off for a stunt team.
The film is produced by Steven Spielberg and due for release in 2017.
By Dan Golding