The original source there isn't Gizmodo; it's McAfee's own posts on the Bluelight drug forum. He has admitted these are his posts, though he now says it was a hoax: http://www.whoismcafee.com/stuffmonger-and-bluelight/
The story is that he made the posts -- the first news source for that seems to be Gizmodo. (And they provide enough supporting evidence to make it clear it's not pure speculation.)
But here's the gizmodo piece that mentions it: http://gizmodo.com/5959812/john-mcafee-wanted-for-murder