They gathered at Christ Evangelical Church in the central city of Kaduna which has seen a rise in the number of incidents involving extremists.
Pastor Yohanna Buru told the New Agency of Nigeria it was an act of interfaith harmony.
He said it was the first instance of its kind in the city where Muslims have come together to show support for persecuted Christians.
"I really appreciate their love and care," he said.
Pastor Buru said this was proof that eventually peace would win and that both religions could live side by side.
Militant group Boko Haram has targeted churches in the past, especially whilst services are ongoing.
Hundreds of people have died in the past year as Muslim extremists increase their attacks on Christianity.