McLelland previously had a 23-year career in the army, and participated in Operation Desert Storm.
BBC: Texas district attorney third law official killed in weeks
But Hasse and McLelland both spoke harshly of his character and dismissed his explanation.
McLelland and his wife, Cynthia, 65, were the parents of two daughters and three sons.
"Anything anybody can think of, we're looking through, " McLelland said after the assistant prosecutor was killed.
McLelland called Hasse "a stellar prosecutor" who knew that threats were part of the job.
Eventually, both moved back to north Texas, where McLelland set up a law practice in Kaufman County.
McLelland won a three-way race in the 2010 Republican primary and ran unopposed in the general election.
According to the DA's website, McLelland and his wife leave behind two daughters and three sons.
Eric Williams' wife, Kim, has implicated him in the deaths of Mike and Cynthia McLelland and Mark Hasse.
Drawing on his earlier training, McLelland took on a lot of court-appointed work for mentally ill defendants, Burns said.
The 63-year-old McLelland grew up in Wortham, where his parents had a ranch.
His boss, District Attorney Mike McLelland, called him "a stellar prosecutor" who knew threats were part of the job.
The McClellands were killed about two months after one of McLelland's prosecutors, Mark Hasse, was slain outside the local courthouse.
McLelland said he carried a gun everywhere he went and was extra careful when answering the door at his home.
Burns said McLelland was called up shortly after finishing law school and trained soldiers in psychological warfare during the 1991 conflict.
The bodies of Mike McLelland and his wife, Cynthia, were found Saturday in their home in Kaufman County, east of Dallas.
Officers called at the Lowestoft home of Fiona Anderson on Monday morning following reports the children's father Craig McLelland had been stabbed.
Williams has said he submitted to gunshot residue tests and turned over his cellphone after both McLelland and Hasse were found dead.
Pete Shulte, another friend of McLelland's, told CNN's Starting Point that lawyering was a collegial business in the county of about 100, 000.
In the AP interview, McLelland said he, too, began carrying a gun after Hasse's death and was answering his door more carefully.
For about a month after Hasse's slaying, sheriff's deputies were parked in the district attorney's driveway, said Sam Rosander, a McLelland neighbor.
McLelland had said Hasse was one of 12 attorneys on his staff, all of whom handle hundreds of cases at a time.
McLelland talked to relatives on Friday night, a search warrant affidavit said.
McLelland and Hasse both participated in last year's prosecution of Williams on charges that he stole three computer monitors from an office building.
Burns, who had been a police officer, and McLelland were older than the average student at Texas Wesleyan and soon became study partners.
McLelland, 63, is the 13th prosecutor killed in the U.S. since the National Association of District Attorneys began keeping count in the 1960s.
McLelland said he carried a gun everywhere he went, even to walk his dog around town, a bedroom community for the Dallas area.
"I hope that the people that did this are watching, because we're very confident that we're going to find you, " McLelland told reporters.
McLelland and Hasse prosecuted Eric Williams on a charges of felony burglary and theft by a public servant last year, according to the warrant.
In an interview with The Associated Press after Hasse's death, McLelland said his deputy hadn't been involved in the Aryan Brotherhood of Texas investigation.
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