Mississippi's state law unfortunately does not require insurance companies to treat substance abuse treatment as equal to physical health treatment. The state in fact offers some of the weakest parity law in the nation, and the sad result is that too often even those people that do have comprehensive private health insurance will find that they cannot afford private drug and or alcohol rehab.
Thankfully, in addition to several very high quality (and costly) drug and alcohol rehabs, there are also a number of very affordable or even free drug rehabs throughout the state. These non profit or charity drug rehabs will provide care as they are able, without regard to your ability to pay for services.
The State of Mississippi will also subsidize drug and alcohol treatment for those in need, and some people may be able to get subsidized care, even if they cannot get Medicaid.
If you need help, you can get it.