Aid worker David Haines wrote to his parents at their home in Perthshire while he was being held by Islamic State jihadis in Syria.
But Chris and Mary Haines have revealed that they never got the chance to read their son’s words.
They were advised not to open the envelope and it was instead collected by UK Government officials and carried off in a plastic bag.
Six months later, Mr Haines was executed by his captors.
In an interview with a Sunday newspaper, Mr and Mrs Haines have told that they were left in limbo when their son was kidnapped in March last year.
They were told not to tell anyone about his capture, while officials tried to secure his release.
Mrs Haines, 77, said the Foreign Office had initially told her that efforts would be made to bring back David.
“That was a bit of hope,” she said. “So we lived in hope for about three months. Then it just died away because they couldn’t keep up with them moving around.
“As a mother, I would have paid anything, sold everything to bring David back.”
She said she recognised her son’s handwriting on a letter, which arrived at the family home in the morning mail. It came about a year after David was last heard from.
“I was crying, shaking,” she said. “I couldn’t stop looking at it, staring at David’s writing, something I hadn’t seen for over a year.
“But we called Mike (their eldest son) and he told us not to touch it any more than we had, to put it in a plastic bag and under no circumstances open it.”
She said: “Every part of me wanted to open that letter. That was incredibly hard. It was something he had touched, he’d written. Two men came and took it away.”
The family was later told that the letter was “full of abuse” and propaganda, which David had clearly been forced to write by his captors.
The couple said they had been inundated with messages of condolence from around the world.
They have also taken comfort from meeting Italian aid worker Federico Motka, who was kidnapped at the same time as David but was released weeks before his murder. They met at a memorial service in Perth last month.
In September, David’s daughter Bethany paid tribute during a TV interview. She said her father had “wanted to help everyone, it didn’t matter what race, what religion”.