Arriving from across the diocese, there were groups from Norwich, Peterborough, Thetford, Great Yarmouth, Newmarket, Camborne and Sawston who gathered outside the Church of the Annunciation in Little Walsingham for the mile-long walk along the Pilgrims Way to the Catholic National Shrine.
Welcomed by Bishop Alan, the children took turns carrying a miniature statue of Mary at the head of the procession and read prayers and sang hymns along the route, directed by Fr Pat Cleary.
Once they arrived at the Shrine, a midday Mass was celebrated by Bishop Alan who preached about Pentecost ' the feast of the Holy Spirit – and what the Holy Spirit does.
"The Holy Spirit brought order and goodness into the chaos of the universe at creation," said Bishop Alan. "When humans made a mess of God's beautiful world, He sent His Son to us to create order and goodness once again in the chaos."
When Jesus was put to death on the cross God wanted order and goodness to continue, so He sent His Holy Spirit upon the apostles so that the church could be a sign of God's order and goodness in the world, explained Bishop Alan.
"Finally God sends the Holy Spirit into each one of our lives in Baptism and Confirmation so that we can have order and goodness in our lives and continue to be a sign of God in the world."
Music was led by Gerry Batty and Jo Graham from the Cathedral in Norwich with readings and prayers from youngsters and a small choir from Great Yarmouth.
Children brought paper doves and flames to hang from a statue of Our Lady and at the end of the Mass they were all given streamers to wave as they sang Shine Jesus Shine.
The Mass was also part of the Thy Kingdom Come initiative leading up to Pentecost Sunday.
Afterwards, families enjoyed a picnic in the Shrine grounds and many visited Our Lady in the Slipper Chapel, as encouraged by Bishop Alan.
The day ended for most groups on the beach at nearby Wells-next-the-Sea in warm sunshine.
Pilgrimage organisers Chris Storman and Jo Graham were on BBC Radio Norfolk on Sunday morning talking about the pilgrimage, young people and faith. Click here and start listening at 1.48.45
To see a full picture gallery of the pilgrimage click here orsee below.