The 29-year-old journalist was shot dead in the Creggan area of the city on April 18 during a riot.
The New IRA has accepted responsibility for the murder, saying one of its “volunteers” was engaging the PSNI as officers carried out searches in the area.
In a statement Lyra’s family thanked all those who had supported them “through the darkest times”.
“The outpouring of love, respect and admiration for our dear Lyra, has been of great comfort to us in these dark days,” the statement read.
“To know that our wee Lyra was so well-loved across the Globe and by people of all walks of life, is a true testament to her personal philosophy and her vision for the world.”
The family thanked all those who said a prayer, shared a thought, sent a message, attended a vigil, visited her home, respected their privacy or did “any other positive act” in response to her murder.
“We appreciate every single sentiment no matter how small. These things have helped to give us some strength while we are at our weakest,” Lyra’s family said.
“Whilst we have been both honoured and overwhelmed by requests for events in Lyra’s name or inspired by Lyra; we respectfully request that her life or death not be used for any purpose without the express permission of our family through our legal representatives.“We know that as our nightmare continues in the weeks, months and years ahead, that we will not be alone. We know that you will all continue to support us and we know that we will all rejoice together on the day that justice is achieved for our Lyra.
“Until then, know that your continued love, support and sympathy will be our spiritual manna.
“In gratitude and love, The family of Lyra McKee.”
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