"It was not easy to exit Belize and required many supporters in many countries," he wrote.
He said he planned to meet with Guatemalan officials and hoped to speak to reporters in a news conference Wednesday.
McAfee founded his namesake computer security software in 1987, initially running it out of his home in California. He sold his stake in McAfee Associates in 1994 and moved to Belize in 2008.
The case began to unfold on November 9, when McAfee told police someone had poisoned four of his dogs. To put them out of their misery, he shot each in the head and buried them on his property, a former girlfriend said.
Officials say the dogs' barking and aggressive behavior was a frequent source of friction between McAfee and Faull, a contractor who retired to Belize from Florida and lived next door. McAfee lived in the remote northern part of Ambergris Caye.
Two days later, someone shot Faull in the head in his own living room. A 9 mm shell was found on the second step on the first floor, and Faull was found dead on the second floor.
McAfee told CNN in the interview that he did not kill Faull and did not pay anybody to kill the man.
He said he will not surrender to police for questioning, adding that his priority is to clear his name.
Three people have been detained for questioning in the killing, police have said, and investigators are pursuing multiple leads.
A 2009 story in the New York Times indicated that McAfee's fortune had plunged to $4 million from its $100 million peak, largely because of the real estate and stock market crashes that hit his investments.
In February 2010, he started QuorumEx, which says on its website to be trying to "reinvent the way modern medicine combats and disarms pathogenic bacteria."