South Korea is considering its response after the North fired dozens of artillery shells on the border island on Tuesday, killing two civilians and two soldiers and destroying shops and houses.
General Secretary of the Christian Council of Korea, the Rev Kim Woon-Tae, said he was praying for stability, peace and cooperation as tension threatens to boil over in the divided peninsula.
Father Johannes Kim Yong-hwan, chancellor of the Diocese of Incheon, which covers Yeonpyeong, called on South Korea to "embrace" the North and enter into dialogue, according to Zenit news agency.
Father Baptist John Kim Hun-il, executive secretary of the South Korean Catholic Church's aid committee to North Korea, urged the South not to retaliate with military action and called upon the North to refrain from any more attacks.
He said: "Aiming at civilians and civil houses is inhumane and it can cause further tragedy in the Korean peninsula."
US President Barack Obama has said the US was ready to stand "shoulder to shoulder" with South Korea. Britain's Foreign Minister William Hague "strongly condemned" the attack.
While North Korea has warned of further attacks if it is provoked by South Korea, Seoul is looking to China to use its influence on the North, a major trading partner.
Seoul is shoring up defences on the island and its military is due to begin exercises with the US in the next few days.
The Council for World Mission has written to the Presbyterian Church of Korea (PCK), one of its 31 member churches, assuring its ongoing support and prayers.
CWM General Secretary, the Rev Dr Des van der Water, spoke of his "deep concern" over developments between the North and South and said he "deplored the unprovoked aggression".
"We regret this loss of life, injuries, and terror experienced by people on the Island and join our voice with all who are praying that this latest incident does not escalate into major conflict and war in the region," he said.
"We pray for peace and especially for God's comfort to accompany the relatives and friends of those who have been killed and those people who have been injured and traumatised by the attacks."