The discovery of the openly gay candidate's body near a Mississippi River levee Wednesday stunned residents of Clarksdale, a Blues mecca in the flatlands of the Mississippi Delta.
Authorities were investigating McMillian's death as a homicide, and said a person of interest was in custody, but released few other details.
"There's a lot of people upset about it," said Dennis Thomas, 33, who works at Abe's Barbeque.
"Why would somebody want to do something like that to somebody of that caliber? He was a highly respected person in town," Thomas said.
The 34-year-old Democrat wasn't running what many would consider a typical campaign for political office in Mississippi, which is known for its conservative politics.
Campaign spokesman Jarod Keith said McMillian's campaign was noteworthy because he may have been the first openly gay man to be a viable candidate for public office in the state.
McMillian, who was black, had also forged ties while serving for four years as international executive director of the historically black Phi Beta Sigma Fraternity Inc. Photos on McMillian's website and Facebook page show him with a younger Barack Obama, former President Bill Clinton and with U.S. Rep. John Lewis, a Georgia Democrat.
Coahoma County Coroner Scotty Meredith said McMillian's body was found Wednesday morning near the levee between Sherard and Rena Lara. It was sent to Jackson for an autopsy.
Meredith said the case is being investigated as a homicide, but he declined to speculate on the cause of death.
Authorities had been looking for McMillian since Tuesday morning when a man crashed the candidate's SUV into another vehicle on U.S. Highway 49. McMillian was not in the car.
The sheriff's office said Wednesday that a person of interest was in custody, but had not been formally charged.
Will Rooker, a spokesman for the sheriff's office, declined to release other details.
McMillian was CEO of MWM & Associates, described on its website as a consulting firm for nonprofit organizations. In addition to his role at the fraternity from 2007 to 2011, McMillian had previously worked to raise funds as executive assistant to the president at Alabama A&M University and as assistant to the vice president at Jackson State University, according to his campaign.
A statement from the fraternity said he had secured the first federal contract to raise awareness about the impact of HIV and AIDS on communities of color. It noted that Ebony Magazine had recognized him in 2004 as one of the nation's "30 up-and-coming African Americans" under age 30.
Supporters say McMillian — a 1997 graduate of Clarksdale High School who graduated magna cum laude from Jackson State and held a master's degree from St. Mary's University in Minnesota in philanthropy and development — had big ideas for Clarksdale, a town of about 17,800 people.
The town is well known to Blues fans as the home of the crossroads, where Robert Johnson is said to have sold his soul to the devil for skills with a guitar. Academy Award-winning actor and Mississippi native Morgan Freeman is part owner of the Ground Zero Blues Club in town. Clarksdale is also hounded by the poverty typical of the Mississippi Delta.
McMillian was hoping to win the office being vacated by Mayor Henry Espy Jr., the brother of Mike Espy, a former congressman and U.S. agriculture secretary. Henry Espy decided not to seek re-election after more than two decades in office. Espy's son, state Rep. Chuck Espy, and Bill Luckett, a partner in Freeman's club, were among the other well-known candidates in the race. The primary is May 7.
The Gay & Lesbian Victory Fund and Institute tweeted: "Our hearts go out to the family and friends of Marco McMillian, one of the 1st viable openly (hash)LGBT candidates in Mississippi."
McMillian's campaign said in a statement that words cannot describe "our grief at the loss of our dear friend."
"We remember Marco as a bold and passionate public servant, whose faith informed every aspect of his life," the statement said.
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