"We are shocked and saddened beyond comprehension for the senseless and brutal way in which our beloved Khalil was murdered," they said.
"At this painful time we feel many mixed emotions, including hurt, grief, confusion and anger. We particularly need time and space to grieve our loss," they said.
The family said they had been overwhelmed by the support they had received since Mr Dale's abduction.
"We are very humbled and grateful for this empathy and solidarity. We do not wish to see the inhumanity and brutality of his death debase the memories we have of Khalil.
"Without question, Khalil was amongst the most gentle, most kind and most loving person we have ever known. For all who knew him, his deeply caring and considerate nature was what left a lasting impression. His tireless work with the most impoverished and vulnerable people of the world was a reflection of his beliefs in love, in solidarity and in compassion. He was a true humanitarian."
Ian Dale, who was working as a nurse at Waikato Hospital, is understood to have flown to Pakistan 10 days after the kidnapping in a bid to help secure his brother's release.
Pakistani media said Yemen-born Mr Dale had been travelling home with at least two other people when he was set upon by seven or eight men, who blocked his vehicle and then forced their way inside.
He had been in Pakistan for a year and was working for the International Committee of the Red Cross, providing training and equipment to hospitals.
Police said the Pakistani Taleban had claimed responsibility for Mr Dale's death.
He had reportedly been planning to travel to Australia to marry his partner Anne.
