An intense manhunt was launched for a young white man who joined a prayer meeting and then opened fire inside the church.
Charleston Police identified him as Dylann Roof, 21, of Lexington, South Carolina.
“This is a very dangerous individual,” Police Chief Greg Mullen said.
The gunman stayed for nearly an hour at the prayer meeting on Wednesday night before shooting the victims - six females and three males, Mr Mullen said.
The Emanuel AME Church’s pastor, state Sen Clementa Pinckney, was among those killed, state legislator Todd Rutherford said.
Sen Pinckney, 41, was a married father of two who was elected to the state House of Representatives at 23, making him the youngest member of the House at the time.
“He never had anything bad to say about anybody, even when I thought he should,” Mr Rutherford said.
“He was always out doing work either for his parishioners or his constituents. He touched everybody.”
This shooting “should be a warning to us all that we do have a problem in our society,” said state Rep Wendell Gilliard, a Democrat whose district includes the church.
“We need action. There’s a race problem in our country. There’s a gun problem in our country. We need to act on them quickly.”
Mr Mullen said names would be released once families have been notified.
The suspect was described as a white man in his early 20s.
The FBI is involved, and a Justice Department spokesman said federal officials were opening a hate crime investigation.
Mr Mullen said he had no reason to think the suspect has left the Charleston area, but was distributing information about him and the vehicle around the country.
Charleston Mayor Joseph P Riley Jr called the shooting “an unfathomable and unspeakable act by somebody filled with hate and with a deranged mind”.
“Of all cities, in Charleston, to have a horrible hateful person go into the church and kill people there to pray and worship with each other is something that is beyond any comprehension and is not explained,” Mr Riley said.
“We are going to put our arms around that church and that church family.”
A few bouquets of flowers tied to a police barricade formed a small but growing memorial on Thursday morning a block away from the church.
The attack came two months after the fatal shooting of an unarmed black man, Walter Scott, by a white police officer in neighbouring North Charleston that sparked major protests and highlighted racial tensions in the area.
The officer has been charged with murder, and the shooting prompted South Carolina lawmakers to push through a bill helping all police agencies in the state get body cameras. Sen Pinckney was a sponsor of that bill.
The Emmanuel AME church is an historic African-American church that traces its roots to 1816, when several churches split from Charleston’s Methodist Episcopal church.
One of its founders, Denmark Vesey, tried to organise a slave revolt in 1822. He was caught, and white landowners had his church burned in revenge. Parishioners worshipped underground until after the Civil War.