The pilgrimage began in Walsingham's Friday market place, outside the Church of the Annunciation and processed along the Holy Mile to the Catholic National Shrine (now the Basilica of Our Lady of Walsingham).
Groups from across Norfolk, Suffolk, Cambs and Peterborough joined the pilgrimage which this year also marked 120 years since the Shrine of Our Lady of Walsingham was restored in the Holy House at King's Lynn.
It began at midday with the Angelus followed by Bishop Alan blessing a new sculpture of the Annunciation high on the front of the church and then the traditional crowning of the statue of Mary, which led the procession to the Basilica.
After arriving at the Shrine, there was a prayer for England, the Act of Contrition and confessions. Participants then enjoyed their own lunches before a Pontifical Mass of Our Lady of Walsingham led by Bishop Alan at the Chapel of Reconciliation, attended by around 1400 people.
The singing was led by a choir from St Martha's School in King's Lynn.
In his homily, Bishop Alan welcomed a large group of young pilgrims who had walked across the Norfolk countryside to Walsingham after attending the Ignite Festival in Swaffham: "They have shown us how a pilgrimage really ought to be done," he said.
Referring to the vision of Mary received at Walsingham, where Lady Richeldis was not asked to pray certain prayers or spread a particular teaching but to build. To build a copy of the Holy House of Nazareth where the Lord Jesus Christ was conceived in Mary.
"The story of Walsingham is an enduring witness to the beauty and power of silence," said Bishop Alan.
"Our world is becoming rapidly less and less silent. Always there is background noise ' something to keep us from the embarrassment of silence. But the more we run away from silence, the more we run away from the Word of God who speaks to us in the silence of prayer and reflection. Only by imitating Mary's silence can we conceive the Christ in our hearts.
"Our Lady of Walsingham and her husband Saint Joseph are asking us not to speak but to build," said Bishop Alan.
"Saint John Paul tells us that evangelisation must begin with the building of the Civilisation of Love. The foundations of this civilisation are respect for the dignity of human life, love for the God-given institution of marriage and the family and holiness of life. Only if we carefully lay these foundations in our own families, and in our own lives, can we hope together to build a house that will stand up to the various storms of our age and once again bring the Gospel of the risen Christ to all."
See below or click here to see a full picture gallery of the pilgrimage.