Jack Merritt, 25, and Saskia Jones, 23, were commemorated at the services, which included a minute’s silence.
They were stabbed to death by Usman Khan – convicted of terrorism in 2012 – at a prisoner rehabilitation event.
The BBC has learned Khan, 28, was put under MI5 investigation when he left prison a year ago but was given one of the lowest priorities.
Mr Merritt and Ms Jones were both graduates of the University of Cambridge’s institute of criminology and had been taking part in an event for its Learning Together programme – which focuses on education within the criminal justice system – when they were killed on Friday.
Mr Merritt’s family and his girlfriend attended the service in Cambridge outside the Guildhall.
Prime Minister Boris Johnson and Labour leader Jeremy Corbyn were among those at the vigil at the Guildhall in the City of London.
They were joined London Mayor Sadiq Khan who said the best way to defeat the hatred shown in the attack was to focus on the values of hope, unity and love.