Miss. Code § 99-3-2
Any United States Marshal or Deputy United States Marshal is authorized in the performance of his duties to bear arms, to make arrests and to make searches and seizures. Whenever any other federal law enforcement officer who is employed by the United States government, authorized to effect an arrest for a violation of the United States Code, and authorized to carry a firearm in the performance of his duties is working in cooperation with local law enforcement officers, the agent shall have the authority in the performance of his duties to bear arms, to make arrests and to make searches and seizures. Any right granted under this section in no way relieves the requirements of appropriate affidavit and search warrant from the appropriate jurisdiction and authority pursuant to the laws of this state.
Miss. Code § 99-3-2