The crowd braved the rain to hear worship from Matt Redman and the Kingdom Choir.
They also heard from various different church leaders including Archbishop of Canterbury Justin Welby and Cardinal Vincent Nichols the leader of English and Welsh Catholics.
Encouraging people to engage with the Holy Spirit by comparing him to wildlife he saw on family holiday's Cardinal Nichols said: "Those trees and flowers had deep roots and in a barren landscape they could reach the water.
"That water we can think of as the Holy spirit in our lives – making us fruitful and making us witnesses. For that we need deep roots. We need to know where we are rooted.
"When we gather like this we don't only see the loveliness of the water but we learn to deepen our roots."
Thy Kingdom Come, which is an ecumenical project, was set up to unite people in prayer that more people would come to know Jesus.
The service at Trafalgar Square was the conclusion of what was 9 days of prayer.
Those gathered were led in prayer for various different things including for London's emergency services. Met Police Commissioner Cressida Dick joined Bishop of London Sarah Mullally on stage to be prayed for.
Later, Justin Welby and Vincent Nichols joined leaders of other denominations in kneeling together to pray.
The event in the capital was one of several beacon events taking place for Thy Knigdom Come. A number of cathedrals across the country also hosted similar gatherings.
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