The slain ambassador was laid to rest with full honours in Moscow on Thursday.
Investigators are looking for links of the killer, Turkish policeman Mevlut Mert Altintas, to the group of the US-based Islamic cleric Fethullah Gulen who Ankara blames for the failed July 15 coup.
Russia, which on Thursday was laying to rest ambassador Andrei Karlov with full honours in Moscow, has urged caution and warned not to jump to hasty conclusions.
Both parents, the sister, two uncles and an aunt of the assassin were released after questioning in Aydin province in western Turkey, state-run news agency Anadolu said.
Turkish media said the authorities were still holding six suspects linked to the Rustu Unsal police academy in Izmir where Altintas studied from 2012-2104 and where officials believe he came under the influence of Gulen.
Among these are Suleyman Ergen, who Turkey accuses of being a top Gulen agent at the academy. The reports said they are still being questioned.
Erdogan on Wednesday said for the first time there was "no need to make a secret out of the fact" Altintas was a member of Gulen's group.
Turkey has embarked on a massive crackdown on what it calls the Fethullah Terror Organisation (FETO) in the wake of the July coup aimed at unseating Erdogan.
But Erdogan said the assassination of Karlov showed Gulen supporters were still present within the security forces and purges needed to continue.
"I have to say this very clearly -- this dirty organisation is still within the military, still within the police," he said.
But the Kremlin, which has sent 18 Russian investigators to Ankara, indicated earlier that it was not the time for hurried pronouncements on responsibility.
"In this case it is hardly worth hurrying to any conclusions until the investigation determines -- as our president said -- who was behind the murder of our ambassador," Kremlin spokesman Dmitry Peskov told reporters.
Gulen himself has condemned Monday's assassination of ambassador Karlov and had denied any involvement in the July 15 coup.