A prayer candle device includes a tubular body having a chamber provided therein, a consumable lighting element refillably disposed in the chamber including a wick mounted in the consumable lighting element, a holding means mounted in the chamber of the tubular body for holding the consumable lighting element in position, and an adjusting means for maintaining a burning end of the wick of the consumable lighting element at an upper position. In such arrangement, the prayer candle device is capable of avoiding the malfunction of the operation caused by the burned consumable material.