The episode, which aired on Wednesday night, featured the socialites, their mother Kris and their step-father Bruce Jenner being shot when they were about to go shopping.
The three sisters posted the footage on their blogs, while Kim Kardashian wrote: "They killed us all!!! Khloe, Kourt, Bruce, mum and me!!
"I managed to survive the longest... of course! Thanks Trey Parker and Matt Stone... we're honoured!"
Kourtney complained that she had been shot first but insisted that it was "an honour to be spoofed on the show".
Meanwhile, Khloe said: "I died when I saw it!!! We all looked soooooooo gross LOL. (Bruce actually looked pretty spot-on, haha).
"Even though we all weren't portrayed as the most attractive South Park characters, I was still so flattered since I love that show haha. My fav show is actually Family Guy but I can't be picky LOL."
She added: "I can only hope and pray that one day, we Kardashians will make it on to Family Guy! Gotta dream big!"
The episode, titled 'The Tale of Scrotie McBoogerballs', premieres in the UK tonight on Comedy Central at 10:30pm. The next episode of South Park airs in the US on Wednesday.