CNN reported the comments, citing an unnamed law enforcement official, as South Carolina governor Nikki Haley called for Roof to face the death penalty if convicted.
In an interview on NBC’s “Today” show, Ms Haley said, “This is a state hurt by the fact that nine people innocently were killed. We will absolutely want him to have the death penalty.”
Ms Haley also said she wanted Dylann Roof tried on state charges in South Carolina rather than federal charges.
On Thursday night, Roof was flown back to South Carolina in chainshours after his arrest.
Having waived his right to extradition, Roof is due for a bail hearing on Friday but will appear by video link from the Charleston-area detention centre where he was jailed, said Major Eric Watson, a Charleston county sheriff’s office spokesman.
US attorney general Loretta Lynch said her office was investigating whether to charge Roof with a hate crime motivated by racial or other prejudice.
Under federal and some state laws, such crimes typically carry harsher penalties. But South Carolina, which has the death penalty, is one of just five US states lacking hate crime laws.
The extradition came as a Snapchat video taken from inside the church during the study session emerged, which appeared to show Roof before the massacre.
More details emerged late on Thursday of the shooting at a Bilbe study session in the nearly 200-year-old Emanuel African Methodist Episcopal Church, which authorities say was motivated by racial hatred.
Felecia Sanders described how she had survived the shooting massacre by playing dead as she lay on top of her granddaughter to protect her.
Ms Sanders’ account was recounted by Cynthia Taylor, the niece of 87-year-old shooting victim Susie Jackson, to AP.
A friend of Roof’s described how the suspect had told him that “blacks were taking over the world” and “someone needed to do something about it for the white race.”
Joseph Meek Jr. said Roof “wanted segregation between whites and blacks” and had drunkenly boasted of “a plan” after spending his 21st birthday money from his parents on a gun.
Mr Meek said he was so concerned by Roof’s behaviour that he took the gun from Roof’s car boot and hid it, but later returned the weapon when Roof was sober.
The details emerged a day after the Charleston massacre, which set off an intense 14-hour manhunt that ended with Roof arrested in a traffic stop in a small North Carolina town, 220 miles north of Charleston.
Four pastors, including Democratic state Senator Clementa Pinckney, 41, were among the six women and three men shot dead at the church nicknamed “Mother Emanuel.”
The gunshot victims ranged in age from 26 to 87.
Three who were present survived the rampage unscathed, including a 5-year-old who, according to CNN, avoided being shot by playing dead.
In addition to the church’s leader, Pinckney, other victims included three pastors – DePayne Middleton Doctor, 49; Sharonda Coleman Singleton, 45; and Reverend Daniel Simmons, 74. Also killed were Cynthia Hurd, 54, a public library employee; Susie Jackson, 87; Ethel Lance, 70; Tywanza Sanders, 26; and Myra Thompson 59, an associate pastor at the church, according to the county coroner.
As night fell on Thursday, mourners returned to the church for a vigil, placing candles outside the building next to a growing memorial of flowers, plush toys, balloons and placards. A woman played “Amazing Grace” on the bagpipes across the street.
US senator Lindsey Graham, a Republican of South Carolina, joined the subdued crowd of blacks and whites paying respects. He laid a bunch of flowers, then stood and prayed for a few moments.
“It is very hard to understand this. To go into God’s space and do this – I just do not understand,” Graham told reporters. “This is going to rock this state.”
Marie Goff wipes tears from her eyes during a prayer vigil held at Morris Brown AME Church in Charleston, South Carolina