A number of priests, pastor, nuns, school children and a number of locals participated in the procession.
Condemning the incident, they also prayed for peace and harmony among the residents of the national Capital.
Soon after the incident on December 1 when a church was gutted here, the police has increased the security at around 500 churches in the city.
Forces have been deployed round the clock to thwart any such incidents by anti-social elements.
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The Christian community suspected a foul play in the incident and police had registered a case under section 436 IPC (mischief by fire or explosive substance with intent to destroy a house) on the complaint of the church authorities.
The fire broke out at around 6:30 AM at St Sebastian's Church on December 1. The security guard informed Father Antony Francis, the pastor of the church, who then called the fire brigade.
The church, constructed in 2001, is among the biggest churches in East Delhi.