Yemi Osinbajo addressed attendees in Lagos at a conference tagged "Towards a Better Nigeria", organised by Nigerian pastors.
According to local newspaper Punch, the Christian vice president comments came as Christian leaders criticised the Federal Government's issuance of a non-interest Islamic bond, better known as sukuk.
He said: "The Sukuk is an Islamic concept, which enables people to have access to credit. It is essentially like a bond.
"The US, UK, China, South Africa have all used the Sukuk. Once there is money in the market, let us not get sentimental."
Nigeria became a member of the Islamic Development Bank in 2005 and the first two directors were both Christian, which Mr Osinbajo said makes him feel "lost" when people talk about an Islamic agenda.
He said the problems the West African nation can be linked to the failure of Christian leaders taking their "rightful place".
He went on to say: "We focus our minds on something we call the Islamic agenda. We look for it everywhere as if we are looking for demons.
"But where is the Christian agenda? Are we not entitled to one? We are too divided as Christians to have an agenda. The key to the unity and progress of Nigeria is in the church."
Mr Osinbajo also called for the issue of corruption to be dealt with.
He said: "There is no nation on the face of the earth that would survive under the weight of corruption that our country had gone through.
"Nigeria's elite, regardless of political, religious or ethnic differences, think alike. They are driven largely by the same motive.
"They are selfish, unprepared to make the sacrifices either in service or self-restraint that leaders of successive societies make. High-level corruption knows no religion, ethnicity or other considerations.
"We have to address the issue of corruption pointedly. The system is corrupt. Corruption is generally the rule in our society. This is a time to build. We can become Africa's most productive nation in the very near future."