Families and friends of students of Aztec High School are gathered outside city hall. Mike Heal, the chief of the Aztec Police Department, did not indicate whether two of the dead were students or adults.
Sheriff's officials say that the shooter is in custody and that there are reported victims wounded, but it wasn't clear how many. Nearby schools were briefly locked down during the incident.
Bloomfield and Farmington High Schools are also on preventative lockdown.
The sheriff's office urged people to avoid the area and confirmed the school was evacauted.
Authorities said they had cleared all the buildings at the school and that students were boarding buses to another location where they could be reunited with their parents.
"We all know each other in San Juan County", she added. It was also unclear from the report whether the three were injured or killed.
The shooting took place at Aztec High School in Aztec, about 180 miles northwest of Albuquerque.