Professor Haller, 83, an internationally renowned humanitarian activist and philanthropist, visited Queen's Park Parish Church to examine two stained-glass windows that commemorate Jane Haining.
Dumfries-born Haining was a member of the Queen's Park West congregation when, as a young woman, she applied for the post of matron in the Girls' Home in the Budapest Mission of the Church of Scotland there. Her chosen service was to the Jews of Hungary.
She returned to Scotland in 1935 and 1939, but went back to Hungary, determined to continue the work she had started there. At one point the mission's school had 315 pupils and 48 boarders, most of whom were Jewish. She kept going despite increasing hardships, and refused to leave her post, saying: "If these children need me in the days of sunshine, how much more do they need me in the days of darkness?"
She gave shelter to dozens of Jewish children. When the Germans finally occupied Budapest, they arrested Ms Haining. She was sent to Auschwitz in May 1944, where she was tattooed as prisoner 79467. She died there in July 17, 1944.
"I had no idea about the windows," Professor Haller said yesterday. "I really had no idea what had happened to Jane.
"The revelations have come in the last few months and each new piece of information has become one other way of mourning for her, and being grateful to her.
"I have been enormously moved by the experience of seeing the windows and knowing how that 47-year-old woman gave up her life to save us."
She added: "I never had the opportunity to say thank you in Scotland until now. I owe my life to Jane Haining. The school in Budapest became a place of protection. I arrived there after Jane had been taken to Auschwitz because she would not leave the children in her care.
"I was taken in and hidden for two or three months, and that saved my life."
She listened with interest as Morag Reid, an elder at the church, and an authority on Ms Haining, gave her details of the Scotswoman's fate.
Ms Reid said: "The person who alerted the Gestapo to Jane was the son-in-law of the school's cook. He had been helping himself to some of the girls' rations and Jane had to reprove him for this. In a fit of pique he reported her to the authorities."
Ms Haining was taken first to a civil prison and was later put on a cattle-wagon and taken to Auschwitz.
Ms Reid told Professor Haller: "She was sent to work in the Polish mines, where she and other women worked 14 hours a day in terrible conditions. All they had to eat were two bowls of clear soup a day."
According to a death certificate later sent by German legation in Budapest, she died of "cachexia following intestinal catarrh".
Professor Haller is an honorary professor and the latest Magnusson Fellow at Glasgow Caledonian University.
Earlier this week she took part in a public conversation at the university with the writer and broadcaster Sally Magnusson. The fellowship was established in honour of the university's late Chancellor, Magnus Magnusson, father of Sally.
Now living in America, Professor Haller and her husband Yoel work with young people in need of help through their involvement with numerous organisations.
She said: "Once it became clear we were in danger of our lives when the Germans came in and we had to be removed from our home, my family knew there was a need for alternative plans. The Scottish mission was one of the very, very few alternative plans that were open at that time.
"Because of Jane I'm alive. She gave up her life to save us."