(Manuel Balce Ceneta/AP Photo)

Holding hands and smiling despite the 37 degree temperatures, the President Obama and his family walked across the street from the White House to St. John's Episcopal Church today to attend the 11 a.m. service.

Malia wore maroon tights and a pink coat, while Sasha wore purple tights and a black coat. Both girls held their parents' hands as they crossed Lafayette Park. Malia and her father chatted for much of the walk to St. John's.

According to pool reports, the Rev. Dr. Luis Leon discussed Obama in his sermon. He told the congregation Americans thought Obama would be a Messiah and change would be immediate.

"People have a tendency to create idols. Society must wait without idols," he said.

While the Obamas have not claimed a church as their own since moving to Washington 2009, the family has attended several different churches, including, on Easter Sunday this year, Shiloh Baptist Church.

St. John's Church was founded in 1815 and, since James Madison, every presidents has attended at least one service there.