Theresa May, who professes a Christian faith and regularly attends her parish church in Berkshire, was asked by a Daily Telegraph reporter: "What do you pray for in church, Prime Minister?"
The British leader, who goes to St Andrew's Church in Sonning, has publicly acknowledged her faith in the past while also saying it would be wrong to "flaunt" it in British politics.
The PM was speaking before she was due to address American business leaders in New York on Wednesday.
The daughter of a vicar, Mrs May has spoken previously about her faith, as well as her support for persecuted Christians around the world.
During an interview with Premier before the June 2017 general election, the PM spoke about how faith guides her - and the important role the Church plays in society.
She said: "I've been clear and everybody knows that faith plays a part in my life and faith guides me in everything I do."
"The Church does so much and it is an integral part of our society but it also does a lot of work overseas and that is important too."
Shortly before Easter this year, the Prime Minister was asked in the House of Commons to pledge her support to Christians forced out of Iraq's Nineveh Plains by Islamic State.
Answering a question by the Christian MP Jim Shannon, Mrs May answered: "Easter is, of course, the most important time in the Christian calendar.
"It is a time of new life and hope. The message of the cross and the resurrection help to support Christians around the world.
"We stand with those persecuted Christians. We will be looking to see what more the Government can do to support them."
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