The family police constable Keith Palmer have said they have been "overwhelmed" by the amount of support they have received in the wake of his cold-blooded murder.

Palmer, 48, was stabbed to death by attacker Khalid Masood while he was on duty outside the Houses of Parliament on Wednesday, 22 March.

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The husband and father to a five-year-old girl was one of five people, including Masood, to be killed that day. Since his death, dozens of people have paid tribute to Palmer, praising him as a hero.

In a statement released via London's Metropolitan Police, Palmer's family have thanked all those to have paid homage.

"We have been overwhelmed by the love and support for our family, and most especially, the outpouring of love and respect for our Keith," the family said.

PC Keith Palmer
PC Keith Palmer was stabbed by a terrorist in the grounds of the Houses of Parliament Met Police Handout

"We want to thank everyone who has reached out to us over the past few days for their kindness and generosity.

"The police have been a constant, unwavering support at this very difficult time. It has made us realise what a caring, strong and supportive family Keith was part of during his career with the police. We can't thank them enough."

The family also thanked all the first responders who tried to save Palmer's life, including MP Tobias Ellwood who heroically tried to resuscitate the officer.

Ellwood, a former soldier like Palmer, was appointed to the Privy Council for his bravery on that day and also released a statement saying he was "humbled" by all the messages of support.

"I am heartbroken that I could not do more for PC Keith Palmer who gave his life in holding the line against terrorism and defending democracy," he said.

He added: "I'm deeply humbled and overwhelmed by the messages of support, especially from the policing fraternity, which I now realise is as close knit as the military's in supporting its own.

"I played only a small part that day, doing what I was taught to do, and am honoured to have been invited to join the Privy Council afterwards.

"It is right that we concentrate our thoughts on the victims as we stand side by side to protect all that we hold dear, including our precious values and way of life which will always prevail."

In their message of thanks to Ellwood, the family said: "We would also like to express our gratitude to the people who were with Keith in his last moments and who were working that day. There was nothing more you could have done.

"You did your best and we are just grateful he was not alone. We care about him being remembered for his selfless bravery and loving nature. We miss him so much, but we are also incredibly proud of Keith."

Their message comes as police confirmed that Masood acted alone and that the entire attack lasted 82 seconds.