The head of Catholic Church, and the Bishop of Rome, Pope Francis on Sunday, urged the Church Heads to resolve conflicts and promote peace.

The sovereign of the Vatican City State made this known on his final day in the Mongolian capital of Ulaanbaatar for a visit that has seen him seek to build bridges with neighbouring China.

"Religious traditions, for all their distinctiveness and diversity, have impressive potential for the benefit of society as a whole," the 86-year-old pontiff told them.

"If the leaders of nations were to choose the path of dialogue with others," he said, it could make a "decisive contribution to ending the conflicts continuing to afflict so many of the world's people".

The morning address, which brought together leaders of major religions in Mongolia, took place in the intimate Hun Theatre, nestled in the low mountains surrounding the city and designed in the round shape of the nomadic "ger" dwelling.

By venturing to the isolated Central Asian country, the Argentine Jesuit has hoped not only to encourage the tiny Catholic community of missionaries and the faithful, but use his presence at China's backdoor to improve the Vatican's relations with Beijing.

During a gathering of Catholic missionaries at the city's Saints Peter and Paul Cathedral on Saturday, Pope Francis said governments had "nothing to fear" from the Catholic Church.

"Governments and secular institutions have nothing to fear from the Church's work of evangelisation, for she has no political agenda to advance," said the pontiff, without specifically mentioning China.

Beijing's Communist Party, which exercises strict control over religious institutions, is wary of the Catholic Church on its territory.

Asked about the pope's apparent overtures to Beijing, Hong Kong Bishop Stephen Chow told reporters in Ulaanbaatar that the pontiff's message was "for the whole world".

"The Church now... really (has) no intentions to become political and that's important to us," Otherwise we lose our credit as an institution talking about love and truth." he said.

Christian leaders, as well as representatives of Buddhism and Shamanism, Islam and Judaism, Hinduism, the Russian Orthodox Church, Mormonism, Baha'i and others, attended the service held by the Pope in Mongolian capital of Ulaanbaatar.