Eight men and three women died in the incident which targeted the Tree of Life Synagogue – the deadliest attack on Jews in the US.
The members, along with their rabbi, met members of the Emanuel AME Church on Friday, where nine African-American worshipers were killed in an attack by a white supremacist gunman.
It wasn't the first time the rabbi and church leader had met.
Rev Eric S.C. Manning flew to Pittsburgh shortly after the shooting to offer comfort to synagogue members and the Jewish community.
The Pittsburgh group's visit coincided with the Dr Martin Luther King Jr. weekend.
Rev Manning used his sermon on Sunday to encourage people to love one another even during divisive times and quoting Dr King, he said: "Let no man pull you so low as to hate him."
Beth Kissileff Perlman, the rabbi's wife told news website Post and courier: "I'm sad in 2019 that Jews and African-Americans are united by having been slaughtered in their houses of worship in the United States of America.
"We share many bonds and, unfortunately, this is one of them."
Rev Manning also told the congregation to "love thy neighbour" and promised the visitors from Pittsburgh that the church members will always support them.
"God promises that he will never leave us alone," Rev Manning said.
"From this congregation, from the depths of our hearts, you are not alone. We will be there."
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