"He pointed the gun at his head and pulled the trigger, but it went 'click,'" because there were no more bullets, said Kevin Singleton, the son of 59-year-old Myra Thompson.
"His plan was never to leave that church," Singleton said.
Dylann Roof, 21, reportedly confessed to the shooting last Friday and has been charged with nine counts of murder.
Singleton said Roof's attempted suicide was described to him by Polly Sheppard, 69, the only other adult besides 57-year-old Felicia Sanders to survive the massacre.
Sanders reportedly survived by laying on top of her granddaughter and pretending to be dead.
Roof reportedly told Sheppard that he was sparing her life so she could tell the world what he had done, and then tried to shoot himself in the head. By then, however, his gun had already run out of bullets.
"Her life was spared because the shooter said, 'I'm not going to shoot you because I want you to tell everyone what happened'," Dot Scott, the president of Charleston's NAACP told CNN.
Roof allegedly shot each victim multiple times, according to court papers.
Police say Roof sat with the Wednesday night bible study group for at least an hour debating whether or not to shoot "because everyone was so nice to him," NBC reported. He ultimately decided he "had to go through with his mission," he confessed to law-enforcement officials early Friday.
Roof was captured in Shelby, North Carolina, on Thursday after a motorist spotted him at a traffic light on her way to work.
His bail has been set at $1 million.