Prince Albert, was regal in his ceremonial naval uniform as Princesses Caroline and Stephanie joined him for a Mass of Thanksgiving, Hellomagazine.com reported.
Rainier was hospitalized last month for a chest infection and officials say he is on the road to recovery. The national holiday is also the prince's Saint's day.
"I know the importance of this holiday for our community unified around my family," Rainier, 81, said in a prepared statement. "They are precious moments in our national life which, this year, I will share with you through my thoughts."
The Grimaldi family has ruled Monaco, one of the world's smallest countries, for more than 700 years. Rainier's wife, former Hollywood actress Grace Kelly, died in a car crash in 1982.