"They took my brothers from me over jealousy," he wrote. "I know you're looking over me."
But on Wednesday, police arrested YNW Melly and another man and told them two counts of murder. The police said YNW Melly killed shot his friends and then staged the crime scene to look like a drift shooter.
The arrest of YNW Melly, whose legal name is Jamell Demons, is interrupting what had been an up and coming career.
YNW Melly sent a message to his fans on Instagram who said he turned in to the police and referred to "rumors and lies" about him.
"I want you to know that I love you and value every one of you," he wrote. "[A] some months ago, I lost my two brothers tremendously, and now the system will find justice. Unfortunately, many rumors and lies are said, but no worries God is with me and my brother."
Instagram caption ended with a hashtag: "#freeus"
Henry gave a statement to the police, but the facts discovered during the preliminary investigation did not match what was presented to the detective, police said. Additional investigation and forensics found out that YNW Melly shot and killed Williams and Thomas, and that YNW Melly and Henry then played the scene to look like a shooting shooter, police said.
CNN's Tina Burnside contributed to this report.