Both Grubb and McMillian said they would continue chasing storms, despite their colleagues' deaths.
McMillian was hoping to win the office being vacated by Mayor Henry Espy Jr.
Reed, 22, was found in McMillian's wrecked SUV on Tuesday morning and was taken to a hospital.
Dennis Thomas, 33, who works at Abe's Barbeque, said McMillian's death has been the talk of the town.
His fraternity, Phi Beta Sigma, released a lengthy note about McMillian's accomplishments Thursday.
McMillian's Facebook page shows a glimpse at a man who was politically ambitious.
Condolences flooded the page, including one from a man who wrote that McMillian, 34, was one of Clarksdale's best leaders.
"It's too early in the investigation to know what the motive is, " Sheriff's Office spokesman Will Rooker said of McMillian's death.
The department also said authorities had been looking for McMillian since a man crashed the candidate's car into another vehicle on Tuesday.
Officials have yet to comment on why or how McMillian was killed.
On Thursday, the Coahoma County Sheriff's Office announced that a suspect, Lawrence Reed, faces a murder charge in the death of Marco McMillian.
McMillian "made an incredible difference in his community" it read, adding that he was the executive director of the fraternity from 2007 to 2011.
Coahoma County Coroner Scotty Meredith said the body of 34-year-old Marco McMillian was found on the Mississippi River levee Wednesday at about 10 a.m.
McMillian's body was taken to the capital, Jackson, for an autopsy.
It includes a picture of McMillian posing with President Barack Obama.
"We never heard of him, " said Amos Unger, Marco McMillian's stepfather.
On Wednesday, authorities found McMillian's body near a levee between Sherard and Rena Lara, two unincorporated communities about 15 minutes away from Clarksdale in northwestern Mississippi's Delta region.
McMillian's short biography on Facebook said he had spent much of his career raising money for universities after he graduated from Jackson State with a degree in elementary education.
Patricia McMillian said that even though media reports since her son's death have labeled him as openly gay, his death likely had nothing to do with his sexual orientation.
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 Mississippi.
The 34-year-old McMillian was running for mayor of Clarksdale, a Blues hub where actor and Mississippi native Morgan Freeman co-owns a music club with Howard Stovall, a Memphis entertainment executive, and Bill Luckett, who also is running for mayor.
McMillian secured the first federal contract to raise awareness about HIV and AIDS among African-Americans for the fraternity and helped it form partnerships with organizations such as the U.S. Marine Corps and the Centers for Disease Control and Prevention in discussing the disease.
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