Mr Dale was a Muslim convert, and had been working as an aid worker for over a year in the country. His body was found with a note thought to be from the Pakistani wing of the Taliban.
There are also some unconfirmed reports that Mr Dale had a very large ransom,that could not be paid.
This morning, The International Committee of the Red Cross (ICRC) have revealed that they had regularly spoken with the 60-year-old’s captors. David Cameron has added that the killing was "shocking and merciless", and that those responsible would be brought to justice.
He said, "Khalil Dale has dedicated many years of his life to helping some of the most vulnerable people in the world and my thoughts today are with his friends and family."
ICRC director general Yves Daccord echoed Mr Cameron’s statement: "All of us at the ICRC and at the British Red Cross share the grief and outrage of Khalil's family and friends. We are devastated."
Mr Dale, who’s birth name was Ken, had an international career with the Red Cross, starting his aid work in 1981, when posted to Kenya, where he helped people during a severe drought in the country. Since then he’s worked in Somalia, Afghanistan and Iraq.
In the early 90s he worked from Scotland, and Alex Sammond has also conveyed his sadness at Mr Dale’s murder. He leaves behind a fiancée Anne, who lives in Australia.