McGehee's fourth-inning homer off Diamondbacks starter Aaron Heilman tied it 4-all.
Heilman allowed four runs on six hits and a walk in four innings. Brewers starter Shawn Marcum gave up four runs and eight hits in 3 2-3 innings with a walk and three strikeouts.
Russell Branyan hit his third home run for the Diamondbacks, a third-inning, two-run shot that cleared the ballpark's back fence on one hop.
Brewers left fielder Ryan Braun left the game in the middle of the first inning with a strained left ribcage muscle and is day to day.