However, the Republican said he's not prepared to take any legal action to push the issue.
The Hattiesburg American reports Bryant told about 300 high school students at American Legion Boys State on Tuesday that he grew up with prayer in school.
"I don't think it hurt us at all," he said. "I think it built our character, and I think it is what we should continue to do."
Bryant attended public school in Jackson when he was younger and graduated in 1973 from the private McCluer high school.
Speaking to reporters after his Boys State speech, Bryant elaborated on his comments.
"I know it's difficult when you start talking about denominations and different beliefs, but I think there is a way for us to have a nondenominational opening prayer when the opportunity is available to let people know there is a God," said Bryant, who is Methodist. "Those children should know that he does care about them, particularly within their classroom."
Bryant said he was not prepared to take any action to legalize school prayer in Mississippi, but he envisioned a time when school prayer would be common.
"Certainly, I think at some point at a moment of enlightenment in the future, the federal government and perhaps a future Supreme Court is going to say it's not a bad thing for children to hear prayer in school," he said.
Delegates at Boys State spend a week learning how government works. Some said they agreed with Bryant on school prayer, while others disagreed.
"I think religion brings morality to people, but not everybody worships the same person," said Austin Heath, 16, from Petal High School. "All prayers publicly should be non-denominational to prevent people from being offended."
Philip McLendon, 16, from Perry Central High School, agreed with the governor.
"I feel our government was built on religious grounds and that even if everyone has different religious beliefs, we should still keep that atmosphere in government because we have lost it in today's society," McLendon said.
Bryant, who advocates an abstinence-only approach to sex education in schools, also told the students that one of the best ways to combat teenage pregnancy is to talk about it. He says it's best to wait until marriage to have children, and fathers should not abandon their sons and daughters.
"When I was a young man and my dad was a young man, there was this idea that you got married before you had children — strange idea," he said.
The governor also said people need to take more responsibility for their own health by exercising and eating right.
"We're the most obese state in the nation," he said. "We're going to have to work on that. Too much fried chicken and gravy and not enough exercise."