According to the Christian Post, Mike Pence made the comment to thousands of worshippers at Church by the Glades, a megachurch in Coral Springs, Florida.
Around 9,000 people worship at Church by the Glades each week and security screening was put in place for the service which Pence and other officials attended on Sunday.
The church says the Trump administration contacted them hoping to worship with them and they accepted.
It stressed on its Facebook page that having Mike Pence and other officials along was not an endorsement of the Trump government. It said it would welcome any significant politician of any political party on a Sunday to share their relationship with Jesus.
"[Church] is the best hour of the week." -@VP pic.twitter.com/BFxEAdRUIh
— Church by the Glades (@cbglades) March 19, 2017
Mike Pence told lead pastor David Hughes: "The sweetest words that I or the president ever hear are across a rope line or as we're walking through a public place, someone will reach out and very earnestly say 'I'm praying for you'."
"And I just want you to know that we all feel it.
"I want you to know that, on behalf of the president and the first family, on behalf of our little family, we feel your prayers and we encourage you to continue to carry all those who serve in every political party, all the men and women who serve in uniform, in your prayers."
