The unoccupied home of former NBA player Mahmoud Abdul-Rauf was destroyed by fire Monday.
No one was injured.
Only the brick frame was left standing at Abdul-Rauf's house, five miles outside of Gulfport.
"I don't know what to think right now. I don't want to make any prejudgments," Abdul-Rauf told WLOX-TV of Biloxi.
The house, which had been for sale, has never been occupied.
During construction of the 2,800-square-foot home, the letters KKK were spray-painted on a sign near the house, Abdul-Rauf said.
The contractor had reported receiving calls threatening his life.
"I said before I moved in it would be burned down," Abdul-Rauf said. "This is just an indication, I think, of how far we've got to go in terms of human relations in this country."
Hancock County Fire Marshall Richard Pate said the cause of the fire is unknown, but that arson hasn't been ruled out.
"We want to cover all bases on this thing to make sure we don't miss anything," Pate said.