The two stars, who are good friends on and off the field, shared the emotional ceremony with their millions of fans in video and photos on Instagram.
Firmino walked into the pool where he was joined by his wife, Larissa, his teammate, and a pastor, all wearing black shirts with "cross equals love" etched on it - similar to what Becker wore when Liverpool won the Champions League in June.
"Jesus is love. There is no explanation. Just believe him and feel the Holy Spirit," the star forward said, professing his faith before getting dunked in the water.
He embraced his wife with tears in their eyes, as Becker can be seen wiping tears away as well.
"I gave you my failures and I will give you my victories, too. My greatest title is your love, Jesus!" Firmino wrote in a caption in Portuguese. "Therefore, if anyone is in Christ, he is a new creation."
Becker said, "What God has done for us on the night of [Jan. 14] we will never forget! I am still speechless to describe the love of Jesus!"
The goalkeeper, who has maintained a clean sheet in the last five games, added that he was "very happy" to participate in Firmino's baptism after the forward scored the Reds' only goal in their most recent win over the Tottenham Spurs.
Now that the two have an even stronger bond, the duo will be back in action Sunday against rivals Manchester United as they seek to win their first-ever Premier League title.