Revd Clementa Pinckney was one of nine people shot dead by a gunman during a Bible Study class at the Emanuel African Methodist Episcopal Church in Charleston, South Carolina.
It had now emerged his wife and youngest daughter were in the study of the church during the attack.
The pair locked the room door, hid under a desk and called police as a rain of bullets could be heard from within the church.
It's believed Mrs Pinckney and her daughter Malana had to be rescued from under the desk by armed police.
Revd Norvel Goff, interim pastor at the church, said: "It was awful and horrible and unthinkable and evil".
A man, 21-year-old Dylann Roof, has been charged with nine counts of murder and officers say the shooting was a hate crime.
Speaking last night at the church's first service since the mass killing Revd Goff said: "Some folks might need some more time in order to walk in."
He added: "But for those of us who are here this morning...because the doors of Mother Emanuel are open on this Sunday, it sends a message to every demon in hell and on earth.
"The only way evil can triumph is for good folks to sit down and do nothing."
The other victims of the attack were Cynthia Hurd, 54, Revd Sharonda Coleman-Singleton, 45, Tywanza Sanders, 26, Ethel Lance, 70, Revd Depayne Middleton-Doctor, 49, Susie Jackson, 87, Revd Daniel Simmons Sr, 74 and Myra Thompson, 59.