Henley's husband, Brandon, described his wife's gruesome death in an interview with NBC affiliate WLBT, saying she was "shot in the back of the head, assassination-ambush style."
The Mississippi Bureau of Investigation is investigating the case as a homicide, and an autopsy is still pending. Agents have not returned calls for comment made by CNBC host Shepard Smith.
Brandon Henley told local reporters that Ashley was outside a home in Water Valley, Mississippi, where firefighters had found his sister, Kristina Michelle Jones, dead inside a burned trailer months earlier. Ashley Henley was there to tidy up around the memorial they had laid out for Jones.