Isaac Nash, 12, from Huddersfield, got into difficulties at Aberffraw on 29 August and was swept away despite attempts to pull him to safety.
His brother Xander, 10, was saved but Isaac has not been found.
More than 150 people attended a memorial service for the schoolboy on Sunday, with Adam and Zoe Nash.
After the service at Aberffraw's St Beuno's Church the couple told BBC Wales they wanted to thank people for the support they had shown, and said they will continue to return to area because it is "where he (Issac) is now".
Mr Nash said: "We feel a lot closer to the community here after what's happened. They've been very supportive."
He added he had been back to the beach with his daughter, Greta, and said he "felt very at home, very comfortable".
He added: "I thought I was going to be extremely upset but wasn't.
"Again I think that's down to the people around here and how supportive everyone's been. That's helped us through it."
Mrs Nash said the area was somewhere they could bring Xander and Greta.
She said: "This is where Isaac is now and it's a beautiful place for him."
So many people were present at the church service that some local people had to stand in the churchyard.
The search for Isaac was scaled down earlier this month.
Since the tragedy more than Â£11,400 has been raised in memory of the sport-loving youngster.
Organisers hope to raise Â£100,000 to build a skate park near Isaac's family home in Huddersfield.
The parents of a 12-year-old boy swept out to sea while on holiday on Anglesey said they have returned to the beach where he was last seen.