Charleston police identified the suspect as Dylann Roof, 21, of Lexington, South Carolina. He may be driving a black Hyundai, police spokeswoman Barbara Vaughn said.
"This is a very dangerous individual," Police Chief Greg Mullen said during a Thursday morning news conference.
The gunman stayed for nearly an hour at the prayer meeting Wednesday night before shooting the victims -- six females and three males, Mullen said.
The Emanuel African Methodist Episcopal Church's pastor, state Sen. Clementa Pinckney, was among those killed, State House Minority leader Todd Rutherford told The Associated Press.
Pinckney, 41, was a married father of two who was elected to the state House 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," Rutherford, D-Columbia, 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."
Mullen said names of the victims would be released once families have been notified.
The FBI is involved, and a Justice Department spokesman said federal officials were opening a hate crime investigation. The spokesman spoke on condition of anonymity because the federal investigation had not been officially announced.
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," 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 Thursday morning a block away from the church.
"Today I feel like it's 9-11 again," Bob Dyer, who works in the area, said after leaving an arrangement of yellow flowers wrapped in plastic. "I'm in shock."
Charleston residents Samuel Ward and Evangeline Simmons stood silently at the barricade with arms around each other. Simmons said she belongs to another AME congregation.
"It's like it's just trying to strip away part of your faith," Simmons said. "But it just makes you stronger."
In a statement, NAACP President and CEO Cornell William Brooks condemned the shooting.
"There is no greater coward than a criminal who enters a house of God and slaughters innocent people engaged in the study of scripture," Brooks said.
The attack came two months after the fatal shooting of an unarmed black man, Walter Scott, by a white police officer in neighboring 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. Pinckney was a sponsor of that bill.
Soon after Wednesday night's shooting, a group of pastors huddled together praying in a circle across the street.
Community organizer Christopher Cason said he felt certain the shootings were racially motivated.
"I am very tired of people telling me that I don't have the right to be angry," Cason said. "I am very angry right now."
Even before Scott's shooting in April, Cason said he had been part of a group meeting with police and local leaders to try to shore up relations.
The Emanuel AME church is a 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 organize 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.
Associated Press writers Meg Kinnard in Charleston, South Carolina, Eric Tucker in Washington and AP Photographer David Goldman contributed to this report.