Anthony Idris Jata'u was taken on Thursday night in the northwestern state along with his wife, three children and two sisters-in-law.
Jata'u, from South Kaduna, had studied at the Crowther Graduate Theological Seminary in Abeokuta, in Ogun State, before his ordination. He was on his way to a new posting in Katsina State when he was attacked by armed men.
His body was discovered by the side of a road on Saturday.
An anonymous source told Nigeria's Punch Newspaper: "The bandits shot at the car he was driving and dragged him and the occupants out as the vehicle skidded off the road.
"His body was recovered two days later, but his family members were taken away.
"Everybody is sad at the moment and afraid for the lives of his family members still in the custody of the bandits. The church doesn't have such money but it's hoping to raise a substantial sum to secure the release of the victims."
The source added that the kidnappers have demanded a £21,500 (N10m Nigerian Naira) ransom.
No official confirmation of the reports has been made.
The Archbishop of Canterbury has expressed his sadness over news of the clergyman's death.
Deeply distressed and saddened to hear this. We pray with great urgency that God draws near the family of Revd Anthony Idris Jata'u, who grieve even as they remain in captivity. May God bring freedom and justice, may Christ light the path towards peace. https://t.co/wcsrK2MvUT
— Archbishop of Canterbury (@JustinWelby) February 13, 2019
In a tweet, Justin Welby said: "May God bring freedom and justice, may Christ light the path towards peace."
Across the country, Nigerians have seen an upsurge in kidnapping in recent years.
While kidnapping mostly occurred in the south and west of the country, according to the Council on Foreign Relations, it has become a national epidemic.
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