The event uses football to encourage understanding and collaboration between people of different faiths and beliefs.
Around 60 students from St Monica's Catholic School, Al Sadiq and Al Zahra School and the North West London Jewish Day School took part.
In addition to playing a game of football together, the youngsters designed their own football strips to reflect who they are.
Around 50 parents accompanied their children to Wembley for the day and were given presentations by the children about what they had learnt.
Muntazir Mohammed, 10, of Al Sadiq School said of his experience: “The programme has been good for my social and religious development. I enjoyed playing football and meeting new people from the other schools, and I also learnt a lot about other religions.”
Speaking about the impact of the project on her son Charlie from St Monica’s School and his classmates, Monica Hankin said: “It has opened up their minds to different faiths. Everything you see on the news is so negative at the moment, so that they get to know different cultures is very positive.
"For Charlie, he has always come home and talked about the things he’s learnt about other religions. Although they learn about it at school, to actually be involved and meeting the young people as well is brilliant.”
The faith and football day was organised by the Three Faiths Forum (3FF) and the Football Association.
Darren Bailey, Director of Football Governance and Regulation at the FA, said: “The FA has supported this project from its inception by using football to remove barriers between different faith based communities and engage a new generation of England fans.
"We are pleased that the first term of Faith in Football linking sessions has been a success. We look forward to working with our partners to continue this important work.”
Aisling Cohn, 3FF's School Linking Manager, said: "The Faith and Football education programme has been a great opportunity for 3FF to work in partnership with the FA. The stadium and its Learning Zone facilities has been a massive draw for all the children, their teachers and parents.
"It has provided a rich learning environment for everyone to understand each other's faiths and work together using the power of football. This year's project has paved the way for a similar programme to take place at Wembley next academic year."