The university in Cleveland is home to about 3500 students.
Mississippi Department of Public Safety spokesman Warren Strain said a man who is believed to be the shooter was still at large but could not immediately provide a description of him.
Don Allan Mitchell, an English professor, told The Associated Press: "Fortunately for us, our public safety officers and university officials have trained many of us for active shooter situations.
"Many students are locked-down in classrooms, and professors and staff members are telling them the protocol. Plus, we are all texting and Facebooking each other to make sure we are safe."
