"I'm ahead of everybody else because, basically, I'm a soldier," the 23-year Army veteran said in an interview less than two weeks ago.
On Saturday, he and his wife were found shot to death in their rural home just outside the town of Forney, about 20 miles from Dallas.
While investigators gave no motive for the killings, Forney Mayor Darren Rozell said: "It appears this was not a random act."
"Everybody's a little on edge and a little shocked," he said.
The slayings came less than two weeks after Colorado's prison chief was shot to death at his front door, apparently by a white supremacist ex-convict, and two months after Kaufman County Assistant District Attorney Mark Hasse was killed in a parking lot a block from his office. No arrests have been made in Hasse's slaying Jan. 31.
McLelland, 63, is the 13th prosecutor killed in the U.S. since the National Association of District Attorneys began keeping count in the 1960s.
Sheriff David Byrnes said Sunday that there was nothing to indicate for sure whether McLelland's slaying was connected to Hasse's. He declined to discuss it further. The sheriff also said he had no indication that white supremacist groups were involved in the killing of the DA.
Colorado's corrections director, Tom Clements, was killed March 19 when he answered the doorbell at his home outside Colorado Springs, Colo. Evan Spencer Ebel, a former Colorado inmate and white supremacist who authorities suspect shot Clements, died in shootout with Texas deputies two days later about 100 miles from Kaufman.
El Paso County, Colo., sheriff's spokesman Sgt. Joe Roybal said Sunday that investigators had found no evidence so far connecting the Texas killings to the Colorado case, but added: "We're examining all possibilities."
McLelland, in an Associated Press interview shortly after the Colorado slaying, raised the possibility that Hasse was gunned down by a white supremacist gang. McLelland, elected DA in 2010, said that Hasse hadn't prosecuted any cases against white supremacists but that his office had handled several, and those gangs had a strong presence in and around Kaufman County, a mostly rural area dotted with subdivisions, with a population of about 104,000.
"We put some real dents in the Aryan Brotherhood around here in the past year," McLelland said.
McLelland said he carried a gun everywhere he went, even to walk his dog around town, a bedroom community for the Dallas area. He figured assassins were more likely to try to attack him outside. He said he had warned all his employees to be constantly on the alert.
"The people in my line of work are going to have to get better at it," he said of dealing with the danger, "because they're going to need it more in the future."
The number of attacks on prosecutors, judges and senior law enforcement officers in the U.S. has spiked in the past three years, according to Glenn McGovern, an investigator with the Santa Clara County, Calif., District Attorney's Office who tracks such cases.
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.
The FBI and the Texas Rangers joined the investigation into the McLellands' deaths.
McLelland and his wife, Cynthia, 65, were the parents of two daughters and three sons. One son is a police officer in Dallas. The couple had moved into the home a few years ago, Rozell said.
"Real friendly, became part of our community quickly," Rozell said. "They were a really pleasant happy couple."
Riccardi reported from Denver. Associated Press writers Michael Graczyk in Houston, Angela K. Brown in Fort Worth and P. Solomon Banda in Denver contributed to this report.