They were joined at the Church of St. Mary and St. John by relatives, friends and other residents of Rothley, a village in Leicestershire, The Times of London reported.
"Please stay with us, stay with Madeleine and keep praying. Pray like mad," Kate McCann told the congregation in a low voice during the service.
Madeleine was sleeping with two siblings in her family's holiday apartment on the Algarve when she vanished. Her parents were eating dinner with friends at a restaurant within sight of the apartment.
In Portugal, police said they had not decided whether to remove the McCanns from their status as suspects or to charge them.
Our Lady of Light in Praia da Luz, Portugal, also planned to hold a service.