The shooting happened Saturday night during an attempted robbery in East New York.
There were more than a dozen interfaith leaders praying and calling for an end to the violence.
They also called for the person responsible to turn themselves into authorities.
Other police officers joined the gathering as well.
News 12 was told some of the injured police officer's family members also attended.
Officials had not released any new details about the officer's identity as of Sunday night.
He also has a wife and kids.
Police say he was shot in the head while attempting to purchase a car off of someone from Facebook Marketplace.
The off-duty officer and his brother arrived at the pick-up location on Ruby Street in East New York at 7 p.m. Saturday. Instead of being met with a car, they were met with gunfire and the off-duty officer was shot in the head.
He remains in critical condition.
Police are still looking for the suspect and ask anyone with any information to call the NYPD Crime Stoppers Hotline at 1-800-577-TIPS.