Romney's ancestors include Parley Pratt, a prominent Mormon murdered in Arkansas several months before the massacre at Mountain Meadows on Sept. 11, 1857.
"That was a terrible, awful act carried out by members of my faith," Romney said during an interview Wednesday. "There are bad people in any church and it's true of members of my church, too."
"I hope on average we're better than we would have been as a faith group by virtue of our religious teachings," he said. "But there certainly can be some extremes, some very bad people."
Romney rejected the claim by some that Brigham Young, then the president of the Mormon church, shared direct responsibility for the attack.
The Mountain Meadows massacre is one of the darkest moments in the history of The Church of Jesus Christ of Latter-day Saints. The depth of the church's involvement in the massacre has been debated in dozens of books from historians and by the descendants on both sides.
"September Dawn," an independent feature film from director Christopher Cain, stars Jon Voight, Terence Stamp and Lolita Davidovich.
Cain has said he made the movie not to blame anyone but to show the consequences of religious fanaticism. He said the movie is not meant to offend nor be a portrait of Mormons in general.
Cain co-wrote the screenplay with Carole Whang Schutter, weaving together historical accounts from nonfiction works and original Mormon sources with a fictional love story between a girl from the wagon train and the son of the church leader who orchestrates the killings.
Mormon church officials have termed the movie a work of fiction. The church, which erected a memorial on the massacre site in 1999, maintains that Young had no role in the event and in fact sent word through a messenger that the wagon train should pass undisturbed.