Born in Virginia; was valiant Confederate soldier. In 1870, appointed one of four State Police captains by Gov. E. J. Davis. Then with Texas Rangers, McNelly was assigned a special force, "The Washington County Volunteer MiIitia," to mediate the Sutton-Taylor feud. Company then assigned to Rio Grande border to control international cattle thieves in "Las Cuevas War." His men always proudly called themselves, "Little McNellys.