In a statement Wednesday, Gregory and Jane Ludwig express their sorrow for the "events which challenge everything about us."
Their son is being held without bail and is described by his lawyer as being frightened and confused.
Police allege Ludwig shot Michael and Cathryn Borden at their home in Lititz, north of Lancaster, following an argument over his relationship with their daughter Kara. The two had been dating, apparently secretly, friends and witnesses said, because Kara is only 14 years old.
About 100 people attended a prayer service Wednesday night at the Monterey Chapel in Leola, Pa., where the Bordens worshipped and Mr. Borden was a church elder and Sunday school teacher who parishoners say was well-liked by young people.
"We know tonight where Mike and Cathy are," said church elder David Sheaffer. "They're with the Lord in heaven and we rejoice in that."
At the service, more than a dozen people stood and offered individual prayers for both families, the teens' friends, and authorities working on the case.
They also prayed for God to reach out to David Ludwig in his jail cell.
Afterwards, friends comforted each other as they talked about the murders.
Church member Ernie Schwarz said he believes that the tragedy is "going to strengthen a lot of people's commitment to the Lord."
Cristen Frederick, who worked with Ludwig at an electronics store in Lancaster, said Wednesday she knew the two teenagers were secretly dating and that Ludwig was keeping their relationship quiet because of their age difference.
"He was a really good guy," said Frederick, a college student. "He was friendly and joked around. I considered him to be a good Christian - he brought his Bible and read it during breaks."
"I am sure God will work in the hearts of people to help their children," family friend Debbie Zelek told WPMT-TV, adding that Kara Borden "is very young and I am sure she was manipulated. She was only a child. She doesn't know what's going on."
David Ludwig was flown back to Lancaster County, Pa., Tuesday, to face murder and kidnapping after being captured in Indiana by police looking for him and Kara, who had been reported as a missing person.
Kara was flown back on the same day, on a separate plane. Police say they're treating her as a crime victim, but that the investigation is continuing. She has been reunited with her family.
Ludwig's attorney, public defender Merrill M. Spahn, said Wednesday that he will ask for a postponement of a scheduled Nov. 23 preliminary hearing.
"Over the coming days we will strive to determine what, in fact, occurred last Sunday morning and what may have led to these tragic events," he said.
Spahn described Ludwig as "physically sound but understandably scared, anxious and confused," and added: "At this time the concerns and thoughts of the Ludwig family are with the Borden family, their own family, and everyone who has been touched by this tragedy."