“You can never protect against things like this, because if somebody has it out to kill you, they're the ones who are going to pick the time and the place and opportunity. And they're going to pick that time and place and opportunity where you're least aware,” Burns explained.
“And unless we strap guns on us in our pajamas, walking around our house, we'll never be ready for that. So, we're just a little bit more aware right now.”
Burns said he isn't privy to the investigation, but added, “It appears credible that somebody came to the door and he answered the door.
He was shot multiple times with an assault weapon of some sort – a 0.223 caliber, which is generally an AR-15 … there may be some other kind of gun that shoots those. I don't know what happened.”
As of Thursday afternoon, nobody had been arrested in the weekend slayings of the McLellands, or in Hasse's killing.
Gov. Rick Perry urged anyone with information about who killed the McLellands and assistant prosecutor Mark Hasse to contact the authorities. The reward for tips leading to convictions doubled Thursday to $200,000.
"We will not let this cower us. Texas is a law-and-order state and we will track down and punish those who have committed this crime," Perry said at a news conference where he was joined by the Federal Bureau of Investigation, sheriff's officials and other law enforcement.
The governor said it was "very premature" to speculate on whether a particular group is responsible. No suspects have been publicly named, but speculation has swirled around a white-supremacist prison gang known as the Aryan Brotherhood of Texas, which had been targeted by a task force that included McLelland's office.
"The public, at the end of the day, will play the most important part in this," Perry said.
Dallas FBI Special Agent in Charge Diego Rodriguez said federal law officers also are seeking information.
"At this time we're looking at everything available, every single avenue. We're not leaving any stone unturned," he said.
The Associated Press contributed to this article.