His statement comes after 14 people, mostly children and teenagers, were killed during a Sunday service.
Bishop Justin Kientega of Ouahigouya told Catholic charity Aid to the Church in Need (ACN) that Western powers should focus on security instead of weapons' sales.
He said: "The Western powers should stop those who are committing these crimes, instead of selling them the weapons that they are using to kill the Christians."
The bishop accused Islamists of being behind Sunday's attack at a Protestant church in Fada N'Gourma, close to the border with Niger. Those killed were mostly aged 10-14.
Bishop Justin said: "No-one has claimed responsibility for the attack, just as no-one claimed responsibility for the previous ones. So we don't know whether it is one group or several groups that are involved.
"What is certain, however, is that they are waging an Islamist campaign and trying to provoke a conflict between the religions in a country where Christians and Muslims have always lived peaceably side by side."
ACN said bishops from Burkina Faso, Niger, Mali, Ivory Coast and Ghana met in the capital of Burkina Faso, and discussed alleged Western indifference to Islamist violence in the region last month.
Bishop Justin said: "We wondered how it could be possible that so many people know nothing of our situation and how Western governments and Western media are simply not making any mention of it.
"Evidently, many of the Western powers have an interest in seeing the violence continue, and their profits are more important than our lives."
According to ACN, since the beginning of the year, more than 60 Christians have been murdered in Burkina Faso, leading to what the bishop called "the unprecedented level of insecurity".
The bishop added: "There is an ongoing persecution of Christians. For months, we bishops have been denouncing what is happening in Burkina Faso, but nobody is listening to us.
"Evidently, [the West] are more concerned with protecting their own interests."
According to ACN, attacks such as Sunday's have caused Christians in the country to abandon their homes, and there are thousands of internally displaced persons (IDPs) cared for by the Church.
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