Killed were former Auburn players Edward Christian, who had to quit the team because of a lingering back injury and Ladarious Phillips, who was transferring to Jacksonville State to play. Also slain was Demario Pitts, 20. Phillips' mother wrote a letter that was read aloud at the vigil.
Mack and Xavier Moss were both treated and released from a hospital. The third person hurt, John Robertson, was in the hospital with a gunshot wound to the head.
At the vigil, student organizer and former softball player Morgan Murphy said emotions were raw.
''We would have never guessed that anything like this would happen,'' said Murphy. ''People are in a delicate state.''
The players wrapped up the vigil by going on stage to sing ''Lean On Me,'' which the team usually does after a win.
Leonard was taken Thursday from the Montgomery County Jail to Opelika for the hearing, but James said he will be taken back to Montgomery. She said he feels safer in the Montgomery lockup.
Auburn University spokesman Mike Clardy said there will be a candlelight vigil on the lawn of Samford Hall at 8 p.m. Thursday.
Meanwhile, a teenager accused of hindering prosecution in the Leonard case pleaded guilty to manslaughter in a separate case in Montgomery.
Jeremy Thomas, 18, pleaded guilty Wednesday in the 2011 shooting death of a 14-year-old girl in Montgomery, Chief Deputy District Attorney Daryl Bailey said.
He is scheduled for sentencing July 12.