Dylan Hockley, six, was shot dead at Sandy Hook Elementary School, in Newtown, Connecticut, on Friday.
His parents Nicole and Ian said their son was "wrapped in the arms" of his teacher Anne Marie Murphy when he died.
They said there were "no words" to express their loss and paid tribute to Dylan as a "special gorgeous angel".
The youngster was among 20 children and six adults killed at Sandy Hook school.
Two victims, Noah Pozner and Jack Pinto, both aged six, were buried on Monday after funeral services attended by hundreds. Other victims' funerals will be held throughout the week, and the town has already begun removing Christmas decorations in mourning.