Lawrence Reed, 22, was arrested Wednesday and charged with the murder of McMillian, considered the first viable openly gay candidate for public office in Mississippi, was killed Tuesday.
A statement from the McMillian's family indicates they believe the killing was motivated by homophobia.
"We feel that this was not a random act of violence based on the condition of the body when it was found," the statement read. "Marco, nor anyone, should have their lives end in this manner."
The statement adds that McMillian had expressed concern for his safety.
McMillian went missing Tuesday morning after a car accident along highway 49 on the Coahoma-Tallahachie county line. Reed was driving the other car, and reportedly told police the candidate's body would be found behind a Mississippi River levee.
Investigators found McMillian's body Wednesday morning, and ruled his death a homicide.
Reports from the investigation indicated McMillian's body had some bruises and burns, and the family's statement, which describes extreme abuse to the body, points to a gruesome death.
According to the Clarion Ledger, however, the Coahoma County Sheriff's Department is so far not exploring the option to classify the homicide as a hate crime.
Should prosecutors decide to pursue hate crime charges, they would need to appeal to a federal statute to prove McMillian's sexual orientation was the motivation for the murder.
While federal law includes "bias against race, religion, disability, ethnic origin or sexual orientation," as grounds for defining hate, Mississippi law limits such crimes to "perceived race, color, religion, ethnicity, ancestry, national origin or gender."
McMillian was 33, and running for mayor in Clarksdale, a town of 20,000 about 80 miles southwest of Memphis.
The family's full statement, below:
This is a very difficult time for us, the family of Marco Watson McMillian of Clarksdale, Mississippi, as we have lost our beloved son, family member, and friend. In this time of our great loss, we want to thank everyone for their words of comfort and support.
We know that Marco was brutally murdered. His body was found on Wednesday, February 26, 2013, beaten, dragged and burned (set afire). This was reported in our meeting with the local coroner on two occasions. We were informed that the official autopsy report could take two to four weeks to complete. We feel that this was not a random act of violence based on the condition of the body when it was found. Marco, nor anyone, should have their lives end in this manner.
We are asking that a full and thorough investigation be conducted into the tragic death of Marco. We feel it is important to share this information to dispel speculations surrounding his death.
Marco, was loved by his family and a valued member of the Clarkdale community, as he offered himself to serve this community as mayor. He was actively campaigning to improve the quality of life for the citizens in his beloved hometown. Marco had shared with his family and close friends that he was very concerned for his personal safety. We will missed our beloved son and family member.