Mr McKenzie, who described himself as a deeply religious Christian and is UKIP's Commonwealth spokesman, also said he did not advocate gay marriage during the interview.
Ahead of the service, the question of same-sex marriage jumped to the fore when an interview Welby gave to the BBC reignited the debate over the church's approach to issues of sexuality.
In her first broadcast interview about the break-up of her marriage, Ms Pryce, 59, revealed that Mr Huhne told her their marriage was over during the half-time break of a televised World Cup match in June 2010.
Mr Gingrich has captured the headlines in recent days, batting off a potentially damaging interview from an ex-wife, in which she said he had wanted an "open marriage".