"All of us are needed to carry that sorrow," he added.
Peura said it was time for a serious self-examination.
"Have we been blind?" he asked, talking about the number of young Finns who, he said, had struggled to adjust to society.
"Should we be doing something completely different? What kind of society are we building?" he asked.
Hundreds of people packed the church where flags flew at half-mast outside.
Three members of the congregation lit 11 candles for the memory of those who died, including for the killer, 22-year-old Matti Saari.
Saari, a culinary arts student, entered his vocational school via the basement in the morning and shot dead school colleagues and a teacher before setting the building on fire and turning his gun on himself.
Eight of the victims were women in their early 20s. The two other victims were a male student in his 20s and a male teacher in his 50s.
All the victims were Saari's classmates.
In November, an 18-year-old student shot dead eight people and himself at a high school in the south of the country.
In what appear to be copycat attacks, both students posted video clips on the YouTube website showing them firing guns before the shootings.
Saari set fire to parts of the school before turning the gun on himself [AFP]
Both shot themselves in the head and had used 22-calibre handguns bought from the same shop.
They also said they "hated the human race".
Politicians, social workers and religious leaders have urged tighter gun laws, more vigilance of internet sites and more social bonding in the small Nordic nation, which has been accused of failing to address high rates of suicide, heavy drinking and domestic violence.
Matti Vanhanen, the prime minister, said the government will decide on measures to restrict access to guns in the nation of 5.3 million which has 1.6 million firearms in private hands.
Finland is among the top five nations in the world having the highest rates of gun ownership among civilians.
After the previous massacre, the government pledged to raise the age for buying a gun from 15 to 18 but never did so.
Anne Holmlund, Finland's interior minister, said police will be given new instructions about issuing firearms licenses on Monday.
Some weapons dealers said they would stop selling handguns to under 25-year-olds.
The prosecutor's office has launched an investigation into the way the police handled the case.
Officers questioned Saari last Monday about the YouTube clips showing him firing a handgun, but said they found no reason to hold him or confiscate his weapon.
Antti Rantakokko, Kauhajoki's mayor, said: "I don't have an answer to why this happened. It will continue to affect us for a long time to come."