They said their hearts were shattered by his death on Saturday.
In a statement released through the Metropolitan Police, the family of Sir David Amess said: "The family would like to thank everyone for the wonderful, wonderful tributes paid to David following his cruel and violent death. It truly has brought us so much comfort.
“The support shown by friends, constituents and the general public alike has been so overwhelming. As a family it has given us strength.
"We have realised from tributes paid that there was far, far more to David than even we, those closest to him, knew.
"We are enormously proud of him. Our hearts are shattered. However, there was still so much David wanted to do - this we know from the events of the last few days.
“So, this is not the end of Sir David Amess MP. It is the next chapter and as a family we ask everyone to support the many charities he worked with. There are so many to mention, so find one close to your hearts and help.
"David had recently joined a campaign to help raise funds for a memorial to Dame Vera Lynn. To him she epitomised the strength and courage of our nation. We would ask as many people as possible to support this and meet the target to complete the project.
"Closer to home, David was working hard for Southend to gain city status. In his memory, please show your support for this campaign.
"Strong and courageous is an appropriate way to describe David. He was a patriot and a man of peace. So, we ask people to set aside their differences and show kindness and love to all. This is the only way forward. Set aside hatred and work towards togetherness.
"Whatever one's race, religious or political beliefs, be tolerant and try to understand.
"As a family, we are trying to understand why this awful thing has occurred. Nobody should die in that way. Nobody.
"Please let some good come from this tragedy.
"We are absolutely broken, but we will survive and carry on for the sake of a wonderful and inspiring man.”