This can be a difficult question for Christians, given Jesus’s command that we should turn the other cheek when people attack us. However, many Christians do believe that killing in self-defense is allowable.
First, there are Biblical passages, such as Luke 22:36, which seem very much to be commanding or at least condoning the possession of weapons that could be used in self-defense. Second, there is the more general idea that our life is valuable. We are commanded to love our own life because it is a gift from God. It then follows that we should be allowed to preserve that gift if someone else is trying to unlawfully take it from us. This is particularly true when our life is valuable to others. If we allow ourselves to be killed, we also deprive our families of our presence and our value to them. In some cases, we may even be allowing actual physical harm to come to them (if, for example, we allow a home invader to kill us rather than defending ourselves).
For these reasons, many Christians believe that we have a right and even perhaps an obligation to defend ourselves, even if that means using lethal force in some instances.