Labour MP Alex Cunningham told Premier that politicians felt they had a duty to return to work.
A lady prays near flowers outside the Queen Elizabeth II Centre in London
He said: "We have a duty to be there and more important than that, we have a duty to our democracy and to our people. We mustn't be cowered by the things that happened yesterday and in the past as well."
Parliament was placed on lockdown in accordance with protocol call after shots were heard outside the Palace of Westminster at approximately 2.40pm on Wednesday.
Four people died - including the attacker, a man in his 50s and a woman in for 40s - in the incident.
The perpetrator hit pedestrians on Westminster Bridge yesterday before fatally stabbing PC Keith Palmer at the gates of the palace.
Twenty-nine people were treated in hospital and seven remained in a critical condition on Thursday.
SNP MP Carol Monaghan told Premier that she was mid debate in the second chamber as the incident unfolded.
"The doors were slammed shut in the chamber and we were told to stay in - we were shouted at to stay in - so at that point there was a lot of confusion. We didn't know how serious it was at that point," Monaghan said.
She added: "At one point in the chamber I lay down and said a prayer for those affected.
"We just need to keep them all in our prayers; there's people who have lost their lives including a policeman who was protecting us.
"We also need to keep in our prayers people who are so consumed with hate that they feel the need to take other people's lives."
Westminster Bridge on Thursday morning
Labour MP Alex Cunningham told Premier that we should remember those at home and abroad affected my terrorism.
"We often in our church pray for peace; we must recognise that life has to go on.
"[A friend] sent me a text that said 'And the peace of God, which transcends all understanding, will guard your hearts and your minds in Christ Jesus.' And I got that just after I returned back to my flat."
Members of the House of Parliament observe a minutes silence to pay respect to the victims of yesterday's terror attack in Westminster
At 9.33am on Thursday, MPs and parliamentary staff observed a one minute's silence in the Commons and in Whitehall.
Conservative MP John Glen who was at the Commons this told Premier that the mood was very subdued.
"All colleagues and staff working in Parliament feel a sense of numbness and bewilderment... everyone is subdued as you'd imagine but there is a very clear resolve that we must continue as we would have done.
"These vile acts of terror will never take us away from the democratic principles that we live by," he said.
He added that Christians need to be "slow to make judgements on exactly what happened until we know what has happened.
"Christians bear a responsibility to be as measured and to reflect Christ's love in how we conduct ourselves and what we say and what we do."
Glen urged Christians to pray for all those affected by the events and pray for wisdom for the police as they put together what happened.
An hour after the minute silence, Prime Minister Theresa May told the House of Commons that Parliament was sending out the following message after Wednesday's attack: "We will never waver in the face of terrorism."
Mrs May also said the attacker had been identified as someone known by police and MI5, and the working assumption was that he was inspired by Islamist terrorism.
She told MPs: "Yesterday an act of terrorism tried to silence our democracy, but today we meet as normal, as generations have done before us and as future generations will continue to do, to deliver a simple message: 'We are not afraid and our resolve will never waver in the face of terrorism'."
The Prime Minister went on to pay tribute to PC Keith Palmer, who died after being stabbed, she said: "He was every inch a hero and his actions will never be forgotten."
A vigil will be held at Trafalgar Square at 6.00pm tonight in memory of the victims.