According to another news outlet citing Aztec Police Chief Mike Heal, two people plus the shooter were shot, but did not specify whether the two people shot were students or adults. Authorities say it could be a few hours before the lockdowns are lifted.
Arrangements have been made for parents to pick up students at a nearby location.
A crowd of nervous parents initially gathered outside City Hall to wait for more information as officers tried to reassure them about the safety of their children.
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The school is located in the Four Corners region and is near the Navajo Nation, about 180 miles north of Albuquerque.
Residents voiced disbelief on social media, while members of the New Mexico congressional delegation, state Attorney General Hector Balderas and other elected officials offered their condolences and other assistance.
The sheriff's office urged people to avoid the area and confirmed the school was evacauted.
Sheriff Ken Christesen confirms the shooting at Aztec High School on Thursday morning.