Together they are accusing the federal government of errors that let Dylann Roof buy the .45-caliber handgun used in the June 2015 shootings at Emanuel AME Church in Charleston, North Carolina.
FBI director James Comey has said Roof should not have been able to buy the gun and has promised a full review.
Speaking last summer, Lexington County Sheriff Jay Koon said that a clerk entered incorrect information for Roof's prior drug arrest, which prevented an FBI examiner from finding the arrest details when Roof tried to buy a gun.
Lawyer Andy Savage who represents three parishioners who survived the attack, as well as the families of five who died said his clients are concerned about gun safety and hope their legal action will lead to changes.
Mr Savage said: "All of our clients...are very committed to the lives of their loved ones not being lost in vain, and to use the forum which they involuntarily have been given to push for reasonable safety regulations."
Roof is currently jailed pending death penalty trials in both state and federal court on charges including murder and hate crimes.
