Roger Pratt, 62, and his wife Margaret, 60, had been in St. Lucia for more than two weeks at the time of Friday's attack, the government said in a release Tuesday.
Three suspects were taken into custody Saturday.
"We felt safe in St. Lucia until those final tragic minutes," Margaret Pratt said in a statement. "And we've had considerable kindness from very many people and that kindness is continuing during the period of the homicide investigation."
The Pratts were docked at Vieux Fort on the southern end of the island at the time of the attack. The couple from Moreton Paddock in Warwickshire had sailed across the Atlantic in their yacht, Magnetic Attraction, and were cruising the Caribbean, the Daily Telegraph reported.
Margaret Pratt was helpful to investigators, police said.
"She's a very resolute British lady," a police source told the Telegraph. "She's traumatized but I was very impressed with how composed and professional she was and her evidence will be crucial for the prosecution."
Police seized a canoe containing some of the Pratts' belongings.