Fr Jaques Hamel was killed by two men claiming to be from Islamic State on Tuesday.
Churches across the UK have since been encouraged to increase their security and be extra vigilant.
Dr Gregory Cameron, the Bishop of St Asaph, told Premier's News Hour people need to learn their escape routes and be aware of what is happening around them.
He said: "Try and be aware when services are going on, be conscious of who's coming and who's going and that we try to avoid particularly isolated or vulnerable areas."
He went on: "There's not much one can do to stop the odd madman suddenly deciding to go wild, that can happen anywhere at any time so it is about being vigilant and being mindful of what your escape routes might be."
The Bishop of St Asaph also told Premier that attacks on Christian places of worship are rare in the west, saying "on the whole we must keep things in proportion."
He said this risk is much more common for clergy working in volatile areas: "Christians working in the Middle East, working in conflict zones, risk their lives everyday... and perhaps we in the west have just been very fortunate that it hasn't been a risk that has entered our consciousness."
Listen to Premier's Alex Williams speak to Dr Gregory Cameron here:
