A gunman last Saturday killed 11 people and wounded six others in what is said to be the deadliest attack on Jews in US history.
The Choral Synagogue in Vilnius held a vigil to remember the victims.
"It was a special day, the Sabbath, the holiest day for the Jews," Shmuel Levin, chairman of the Vilnius Jewish Religious Community, told reporters.
"I never thought a situation like that could ever occur in America," Anne Hall, the US ambassador to Vilnius, said in Lithuanian.
She said today's situation requires "that we work even harder to ensure that there is no room for hatred in our hearts".
"Unity and solidarity will defeat those extremists," he said.
Levin called on those present to be forgiving and to understand that "people are people".