President Uhuru Kenyatta lead the country in the 17th annual National Prayer Breakfast in Nairobi on Thursday morning.
The event is usually held on the last Thursday of May before Madaraka Day on June 1.
At Safari Park where the event is held, politicians and religious leaders are among those present.
President Kenyatta arrived at 8.30am accompanied by South Sudan President Salva Kiir.
Former prime minster and ODM leader Raila Odinga is absent as he travelled out of the country on Wednesday.
The event is expected to take stock of the benefits of the famous handshake between President Kenyatta and Mr Odinga.
US Ambassador to Kenya Kyle McCarter tweeted in support of the prayers, saying it was a good start as Nairobi seeks a new beginning.
“Kenyan leaders are praying and asking for forgiveness for the sin of thievery at the 17th annual National Prayer Breakfast,” he posted to the hashtag #stopthesethieves.
“What a good start to take the nation on the path of prosperity the wananchi deserve. We must all do our part.”
Also present are Deputy President William Ruto, his wife Rachel and Chief Justice David Maraga.
President Kenyatta in his short speech said statements by politicians must now be matched with actions.
“If only just for a moment we could all just stop talking and put into practice what we have said today. Kenya would be a different country in less than five years,” he said.
The president has in the past few months been accused of issuing tough statements especially on corruption but whose impact has not been felt.
Mr Kenyatta also encouraged his South Sudanese counterpart, President Kiir, to continue with efforts to restore peace in his war-torn nation.
“Peace is possible, but there must be the intention to have peace,” Mr Kenyatta said.
On his part, DP Ruto pleaded with those “harshly judging” him for the huge donations he makes to churches, to stop.
“When you see some of us go to church and lift hands, make contributions, it is because we cannot forget where God brought us from. Some of us have more to thank God for. You need to understand. Sometimes you judge us harshly,” he said.
On corruption, Dr Ruto pledged support for investigating agencies.
“‘A New Dawn’ is a good subject for us all to engage in. Theft and corruption is bad in any language. From my mother tongue it is said, “a thief may be intelligent but not more than the investigator”.