A three-year-old girl was reunited with her parents after the Bondi Beach terror attack on Sunday, thanks to a woman who lay on top of her to protect her, the parents, Vanessa and Wayne, told Sky News.

"I was standing right at the, I'd say the West end of the park when the shooting started," said Wayne. He was with one of the couple's three children and managed to dive under a table with her. A minute later, his wife, Vanessa, called, asking if he had Gigi, their three-year-old.

"I'm like, 'I don't have Gigi.' She didn't have Gigi. And that's when the absolute panic just set in," Wayne said.

Vanessa was caught in the middle of the attack. "I don't know how I didn't get hit," she said, "there were bullets all around me. All I could do was scream, 'Where's my family, where's my little girl, where's my little girl? I saw her dancing for a second, then she was gone.'"

'There was just blood and bodies everywhere'

A police officer tried to drag her out, Vanessa went on to say, who was "shot in the head, like at the side." He tried to get her to get down, but she resisted. Vanessa recalls that she tried to grab the policeman's gun. "I was ready to just get in there," she said.

Eventually, the bullets stopped, and Wayne ran into the field to search for Gigi, giving their other daughter to Vanessa.

"I was looking, there was just blood and bodies everywhere," he said. "I just saw she was wearing a pink skirt, and I saw this lady lying on top of her. She [the lady] had been shot."

The woman's name was Jess. She was lying on top of Gigi, protecting her, while another woman had been shot dead next to them.

"She was in blood. I saw the blood, I got the fright of my life. She said, 'Don't worry, that's not her blood, that's my blood.'" Wayne recounted. "I took her number, I said, 'You've saved my daughter's life.' I said, 'I'll be indebted to you for the rest of my life.'"

Wayne spoke to Jess again, ten minutes after he took Gigi back. She was on her way to the hospital, but said she was okay.

In the aftermath of the attack, the family is trying to recover. "We haven't stopped crying," said Vanessa, "We're just holding on to our babies. I don't know what to say to those who have lost lives and have been hurt."

"Please, everyone, light your Hanukkah candles," Vanessa concluded. "We're strong, and we're going to get through this."