According to McMillan's playmate, the girl went down an embankment on March 24. The playmate said she ran to get help as soon as it happened.
The search for the little girl has been long and hard for both local officials and the girl's family who've struggled for some kind of closure the longer it took to find her.
"I'm okay as far as, now that I have closure. But it's still unbelievable," said the girl's mother Sharonda McNeill.
The Harnett County Sheriff's Office called in divers, search boats, and even helicopters to scour the area. The effort was made even harder by frequent rains that pushed up water levels and made the search more difficult and dangerous.
Deputies said the little girl will be taken to Chapel Hill for an autopsy.
"Everything indicates that this accident occurred just as it was reported by the witness," said a spokesperson.
For her family, it's still hard to believe she's gone.
"I get up every morning at the time that I know she gets up to go to school. I mean, it's the routine, so I know so I get up at that time or whatever, cause it still feels like she's here," said her mother.
The family says they still don't understand why Ca'zhia ever went near the river - saying she'd never been to that spot - and was warned of the dangers on fishing trips with Grandpa.
"So she knew not to go to the edge of the river when she was with him cause he wouldn't let her go that close," offered grandmotther Eradene Cherry.
But their focus is now on planning Ca'zia's funeral - and saying their final goodbyes.
"Now that I know where she is, I think I need to lay her to rest like she needs to be so she can be where she's supposed to be," said her mother.