Pence told a church congregation in Florida that he and Trump have prayed together at the end of a day canvassing for votes.
There have been questions raised about the authenticity of Trump's Christian faith in the past. In August last year he was unable to name his favourite Bible verse saying it was "very personal" and he didn't "want to get into specifics".
Asked if he was an Old Testament guy or a New Testament guy he replied, "probably equal".
Now, Pence has revealed that Trump approached him to have a prayer together.
"On the campaign trail, Donald waved Karen [his wife] and me over and he said, 'Hey can we have a prayer before you leave?' This is a man who is raised in a family of faith," Pence said.
Pence also spoke about how he lost his Christian faith whilst at college but came back to his beliefs during a festival.
"I went off to college and had largely walked away from the faith that I was raised to believe in," he said.
At the festival the pastor told him "about not so much what Jesus had done to save the world, but what Jesus had done for me," Pence said.
"My heart broke with gratitude and I gave my life to Jesus Christ," he added.
