It is the first time the Stoke striker, who joined Bristol City on loan for the season in August, has spoken publicly in the wake of Amora's death on 29th November due to complications from a severe infection.
"We trust in our Lord Jesus Christ and when we're weak he comforts us. He will protect the family and give us strength always," he said.
"We want to bounce back and show people that even when we are grieving we can make a comeback and be strong and never quit in anything you want to do or become."
In an initial statement released by the 26-year-old Congo international a few days ago, he admitted he and his family had been left "totally devastated and heartbroken".
It prompted a huge outpouring of sympathy for Afobe from past clubs such as Bournemouth and Wolves and players like England internationals Tyrone Mings and James Maddison, the latter tweeting a picture of himself with the words "Benik we're all here for you bro" on a t-shirt he wore underneath his Leicester top.
Conceding to coming off private settings on Instagram in order make a public statement following the show of support, Afobe added: "On the behalf of Lois, my family and myself, I would like to say thank you to everyone who has messaged or prayed about the death of our baby girl Amora nine days ago.
"The support we have received is something we will never forget and it means the world to us. You've all given us hope and showed the world can come together at times like this and we can all be one.
"Not many know but Amora has a one-year old sister called Alba and we will be strong for her and Amora now lives inside her little sister's heart and will drive her to grow up and be bold and brave like her older sister was.
"I wish I could reply to every person that has messaged me to tell everyone how much it means to us all from the bottom of our hearts.
"Thank you to every football club who posted a message and for the world for being there for us. God bless you all. Love Afobe family."
In his pre-match press conference on Monday ahead of their league game at home to Luton on Tuesday night, Stoke manager Michael O'Neill confirmed the club were doing all they could to help Afobe.
O'Neill said: "We're offering Benik and his family support and it really is a tragedy. It puts everything into perspective and our thoughts remain with them all at this time."
Afobe has been vocal about his faith on Instagram.
Last month he shared a couple of posts from his trip to Israel where he got baptised with his mother in the Jordan River.
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