They stood in the spot where Khalid Masood drove his vehicle into a crowd of pedestrians on Wednesday afternoon, killing three people and injuring 50 others.
Melissa and Kurt were on the last day of their dream European vacation when they became a couple of the first victims in the attack.
Dimmon Payne, Cochran's father-in-law who was doing missionary work in London, said that the family's faith had been strengthened by the attack and that the close-knit clan had been brought together to support Melissa.
Melissa is recovering from injuries - a cut on her head, a broken rib and a badly injured leg. Payne said that Melissa is "steadily improving".
He says Masood was not a "subject of interest" for counterterror police or the intelligence services before last week's attack.
Clint Payne, Kurt's brother-in-law, said: "This has been a humbling and hard experience but we have felt the love of so many people during these past several days".
The family of the U.S. tourist killed in London have said he would not have borne any ill feelings towards his attacker.
Speaking outside Downing Street, she offered her condolences to the victims and their families after a knifeman went on a rampage outside Parliament, killing at least four and injuring others.
She claimed the pair had fallen in love with London and that Mr Cochran repeatedly said he felt "at home" in the capital.
"This has been a humbling and hard experience, but we've felt the love of so many people during these past several days", Melissa Cochran's brother, Clint Payne, said.
In a statement his family said: "We have been overwhelmed by the love and support for our family, and most especially, the outpouring of love and respect for our Keith". He left a legacy of generosity and service that continues to inspire us.
The family of another of the victims, American Kurt Cochran, say they have been through a "humbling and hard experience". Instead, there was simple resolve: that Kurt Cochran would be remembered first and foremost as an "amazing individual" who tried to make the world a better place, according to a family statement read by Clint Payne.
"Melissa wants all of you to know how much she loves you".
Her mother Sandra said she's also just coming to terms with the attack that took her husband's life.
Their family realised they had been caught up in the attack when they looked at photographs from the scene that had been posted online.
"Everyone has been wonderful", he said.