The 10 women and two men recommended the death penalty for all 18 counts that carried that as a possible sentence.
Judge Richard Gergel will formally sentence Roof on Wednesday at 9:30 a.m. ET.
Before the jury deliberated his fate for three hours, Roof told the jury he still feels he had no choice.
"In my confession to the FBI I told them that I had to do it, and obviously that's not really true. ... I didn't have to do anything," Roof said as he made his own five-minute closing argument in the penalty phase of his federal trial.
"But what I meant when I said that was, I felt like I had to do it, and I still do feel like I had to do it."
But he also suggested he'd like to be spared.
"From what I've been told, I have a right to ask you to give me a life sentence, but I'm not sure what good that will do anyway," Roof said. "But what I will say is only one of you has to disagree with the other jurors."
His statement followed a prosecutor's impassioned, two-hour argument in a Charleston courtroom urging jurors to give Roof the death penalty instead of their other option, life in prison without possibility of parole.
Roof, an avowed white supremacist, shot and killed nine people at the Emanuel African Methodist Episcopal Church in Charleston in June 2015. Jurors convicted him last month of federal murder and hate crimes charges.
The prosecution and defense rested in the penalty phase on Monday, bringing to a close days of heartbreaking testimony from family and friends of victims who were killed.
Prosecutors argue that he's a calculating killer who deserves the death penalty because of his motive, his lack of remorse and the shooting's impact on the victims' families.
Prosecutor reminds jurors of gruesome details
In his closing argument Tuesday morning, Assistant US Attorney Jay Richardson described the lives of all nine victims, cited Roof's "racist hatred" and reminded the jurors of the testimony and evidence that convicted him:
• Roof was at the church three previous times to scout his target.
• He sat with the group for 40 minutes before shooting.
• He pulled the trigger "more than 75 times ... reloading seven times" as he stood over his victims, shooting them repeatedly.
• He "showed not one ounce of remorse."
• Richardson referred to what Roof had told investigators in a recorded interview: That "somebody had to do it," in part because "black people are killing white people every day."
"Those are the words of an extraordinary racist who believed it was justified," Richardson said.
Roof's jailhouse journal
Earlier in the penalty phase, prosecutors presented evidence that included chilling writings from a jailhouse journal Roof wrote after the attack.
"I would like to make it crystal clear. I do not regret what I did," Roof wrote in the journal. "I am not sorry. I have not shed a tear for the innocent people I killed."
Friends and relatives of victims slain in the shooting gave emotional testimony in court before Tuesday, some of them sobbing on the stand.
As they made their case, prosecutors played haunting recordings of the victims preaching, praying and singing.
Roof, 22, has been representing himself in court since this phase of the trial began.
He did not question witnesses, but filed several motions objecting that their testimony had been too emotional.
In his brief opening statement last week, he told jurors that he doesn't have mental health problems.