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The family of the cop killed in the London terror attack has spoken.

The family of the British police officer killed in the London terror attack have thanked the Westminster MP and others who tried to save his life.

British Foreign Affairs Minister Tobias Ellwood ran towards gunfire to help PC Keith Palmer, who was stabbed in Wednesday’s attack by terrorist Khalid Masood.

Ellwood said he was “heartbroken” that his efforts to save the life of a police officer during the Westminster terror attack were unsuccessful.

But the officer’s family has responded saying in a statement released on Saturday night:”There was nothing more you could have done”.

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

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

“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.”

Ellwood, a former soldier whose brother died in the Bali bombings said he was just doing what he was trained to do, as he praised the “humbling” and “overwhelming” messages of support from the policing fraternity.

He intends to write to PC Palmer’s family to offer his condolences and said he was honoured to be appointed to the Privy Council by the Queen, alongside Security Minister Ben Wallace, in recognition of their roles in responding to the atrocity.

“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,” Ellwood said in a statement.

“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.

“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.”