The vigil included tears, music, and balloons in honour of 27-year-old Latasha Gosling and her children — Jenika, 8, Landen, 7, and Janayah, 4, whose bodies were found in their mobile home in Tisdale last week.
RCMP have said their killer then took a six-month-old baby from the home and drove to a home in Prince Albert, where he killed himself, but spared the child, who is now in the care of family members.
Louise Schweitzer, executive director of North East Outreach and Support Services, said she organized the vigil to provide a place for communal grieving.
The tight-knit community of 3,200 people northeast of Saskatoon is traumatized and needs to begin the healing process, she said.
"We felt the community was hurting," she said, adding that she wanted to show Gosling's family support. "This affects everyone."
Many cried during a minute of silence after a prayer for comfort during a dark time.
Jason Gosling, the biological father of the three children, was surrounded by loved ones and broke down crying during the vigil.
Tributes included the release of brightly coloured balloons and music, including the song "See You On The Other Side" by Ozzy Osbourne.
Gosling's cousin, Tim Funk, said he wanted to meet some of the people who have offered condolences.
"What has been giving me strength is everyone's messages I've been getting," he said, adding that his family has received an outpouring of support. "Everyone wants to give you a hug ... it's almost overwhelming."
Family members arrived on two buses from the neighbouring town of Nipawin for the vigil.
Funk said the family has been sharing memories in the last few days and he appreciates hearing from other people who knew Gosling and her children.
"They know them in a different way ... you get to hear different angles," he said.
He said the family gathered at a home on Tuesday night and a gospel singer sang.
"A lot of tears were rolling the whole time," he said. "There are good times and bad times."
Funk launched a fundraising campaign on the website gofundme.com to collect money for funerals and build a trust fund for the baby.
It had raised more than $61,000 by Wednesday night.
Funk has said the killer was Gosling's boyfriend and that he was emotionally abusive, controlling and jealous.
Gosling was separated from her husband and had been with 23-year-old Steve O'Shaughnessy for the last couple of years, Funk said.
He said the killer took pictures of the bodies and sent copies to the children's biological father before taking his own life.
Local pastor Roy Zimmerman told the crowd they can help prevent domestic violence.
"We cannot impact past events but we can influence future events, possibly preventing great pain to others."
Funk said he didn't know how the family will move past the killings.
"They're just kids," he said. "How can we not focus on what he did? ... We have our moments where we can laugh and share memories ... it's all you can do to not just break down."
Funerals are set to take place in Nipawin on Friday afternoon.