The Rev. Malachi Walker urged anyone who knows about the child's whereabouts to come forward, The Indianapolis Star reported.
"That child is out there, and somebody knows where that child is," Walker said. "We pray that this child is alive."
The infant's parents, Willie Wilson and Taniasha Perkins, stood beside Walker during the vigil as he told the gathering the couple "is grieving and full of pain."
Willie Wilson, 23, told police a man and woman knocked him out Wednesday in an alley near his home just west of downtown Indianapolis and abducted his son.
An Amber Alert for the infant was issued Wednesday, but that alert was canceled Friday because police said it was no longer effective in bringing in leads in the case.
Dozens of police officers searched without success Friday for the boy in a wooded area near the White River. They drained and searched an old underground cistern.
But Sgt. Kendale Adams said no additional searches were planned for Saturday or Sunday unless there is a significant tip or development in the case.
"Unless we get some credible tips, there's nothing planned today or tomorrow," Adams said.
Lou Johnson, the boy's aunt, said the past three days have been devastating for Delano's parents, who have been together for two years.
"They can't eat, can't drink, can't sleep," Johnson said. "We got all the baby stuff. ... It's painful for them to see all the baby stuff and the baby's not there. All we want is the baby back."