Grieving over their loss, relatives of an American hostage beheaded by militants in Saudi Arabia (search) hoped for privacy as they decide what to do next, according to a family spokesman.

Family members of Paul Johnson Jr. (search) also released a statement Friday praising U.S. and Saudi authorities for efforts to rescue him.

"They knew the odds were not in the favor of law enforcement," said Joseph Billy Jr., an FBI (search) agent who spoke on the family's behalf. "They also know that the vast majority of citizens of Saudi Arabia also grieves with them at this time."

Johnson, 49, was kidnapped last weekend by militants who followed through on a threat to kill him by Friday if the kingdom did not release its Al Qaeda (search) prisoners. An Al Qaeda group claiming responsibility posted an Internet message that showed photographs of a beheaded body.

Hours later, Saudi security forces tracked down and killed the leader of the terrorist group, according to Saudi and U.S. officials.

Johnson had worked in Saudi Arabia for more than a decade and over the week his friends and family had described him as devoted to the culture of his adopted land.

Billy said Johnson's family was "going through a very difficult time but they are remarkably strong."

"They also know this act of terrorism was committed by extremists and does not represent the Saudi Arabia that Paul often spoke and wrote about to his family," he said.

While Billy spoke, Johnson's family left his niece's home here in two vans. None of the relatives spoke and it was not clear where they were headed.

Those close to Johnson's family were horrified by the slaying.

"They just can't keep taking American hostages, doing that to them, and putting it on the Internet for everybody to see," said John Hayes, a childhood friend of Johnson.

State, national and world leaders condemned Johnson's killing.

"These are barbaric people. There's no justification whatsoever for his murder. And yet they killed him in cold blood," said President Bush.

Johnson's employer, Lockheed Martin (search), issued a statement Friday afternoon expressing the company's grief. At the time of his abduction, Johnson was working on targeting and night vision systems for Apache helicopters.

The slaying sent shock waves through the communities in New Jersey where Johnson grew up, and in Florida, where he later moved.

At the Port St. John, Fla., home of Johnson's son, Paul Johnson III, friends left messages, a pink teddy bear and other tokens of condolence and sympathy. Johnson III was in New Jersey with his family.

In suburban Philadelphia, the family of American businessman Nicholas Berg, who was beheaded in Iraq last month, offered condolences to Johnson's family and others who have been killed in Iraq.