Roof, who was convicted last month of 33 federal charges, including hate crimes resulting in death, was condemned to death on Tuesday by a unanimous jury after about three hours of deliberations.
Roof is the first person to get the death penalty for federal hate crimes.
Federal judge Richard Gergel will formally deliver Roof's sentence on Wednesday morning at the Charleston courthouse. The verdict reached by the jury is binding.
Earlier on Tuesday, the 22-year-old threw away his one last chance to plead for his life in front of the jurors, telling them: "I still feel like I had to do it.
"I have the right to ask you to give me a life sentence, but I'm not sure what good it would do anyway".
The attacker specifically picked out Emanuel AME Church, the South's oldest black church, to carry out the massacre, Assistant US Attorney Jay Richardson said.
A Bible study group at the Church was just beginning its closing prayer when Roof, a self-avowed Nazi and Ku Klux Klan sympathiser opened fire, killing nine people ranging in age from 26 to 87.
READ MORE: Is Dylann Roof a loner or a white supremacist?
Roof stood over some of the fallen victims, shooting them again as they lay on the floor, Richardson said.
He did not explain his actions to jurors, saying only that "anyone who hates anything in their mind has a good reason for it".
In his FBI confession, Roof said he hoped the massacre would bring back segregation or start a race war.
In notes confiscated from Roof in prison in August 2015, he wrote that he was "not sorry".
"I have not shed a tear for the innocent people I killed," the notes said.
Roof represented himself in the sentencing phase of the trial, against the advice of his lawyers and the judge. He called no witnesses and offered no evidence for the jury to consider.
Capital punishment is only rarely meted out in federal cases, in part because violent crimes more typically are tried under state laws.