One law enforcement official told CNN that Roof told investigators that he "wanted to start a race war" when he walked into the Emanuel African Methodist Episcopal Church in Charleston on Wednesday night and opened fire on a Bible study class.
All of the victims were black.
Roof -- who was arrested in North Carolina yesterday and brought back to South Carolina after he opted not to fight extradition -- was due in court later today for a bond hearing.
Two sources also confirmed to NBC News that Roof -- whose Facebook page includes a picture of him wearing the flags of defunct white supremacist regimes in South Africa and Rhodesia -- has confessed.
South Carolina Governor Nikki Haley said today she believed Roof should face the death penalty if convicted. Capital punishment is legal in the southern state.
"This is an absolute hate crime," she told NBC's "Today" show.
"We will absolutely will want him to have the death penalty. This is the worst hate that I've seen and the country has seen in a long time," she said.
The carnage was the worst at a US place of worship in decades and recalled the darkest periods of US history, in a church once burned to the ground after a failed slave revolt.
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