Loughner neighbor Wayne Smith, 70, told KPHO-TV earlier this week that Amy Loughner had remained in bed, crying nonstop since she learned of the shootings.
"They're devastated, and they feel guilty for what happened," Smith said.
Psychologists say its normal for parents to blame themselves, but many people simply don't know how to recognize the signs that a family member might become violent.
"Unfortunately, we've seen this before. The families almost always blame themselves. Family blame has long been a part of the misinterpretation of mental illness," said Joyce Burland, a psychologist at the National Alliance on Mental Illness.
"But they almost never realize the seriousness of the situation until something tragic happens," she said.
On Tuesday the family issued a brief written statement expressing their sorrow and confusion.
"There are no words that can possibly express how we feel. We wish that there were so we could make you feel better. We don't understand why this happened," Loughner's parents said in a statement.
A series of warning signs have come to light since Loughner was arrested – including building a shrine featuring a skull in the family's backyard, being evicted from an apartment, writing disturbing Internet posts and poems. But psychologists say family members are sometimes unable to read the signs in front of them.
"Families often think this is some phase. They don't what to do and assume the person will just grow out of it. That's way off the mark," Burland said.
Klebold, one of the two Columbine High School shooters, tried to protect his parents from what he knew would be the backlash in the wake of his shooting spree.
"Good wombs have borne bad sons," Klebold said in a video he left behind before shooting several students and himself.