CHICAGO (AFP) - A geography instructor is believed to have killed a woman he lived with, then driven hours to a university in the southern state of Mississippi and shot a professor dead on Monday (Sept 14).

Delta State University was locked down as police searched for Shannon Lamb, who was considered armed and dangerous.

Police in the coastal town of Gautier, Mississippi were investigating the murder of a woman in Lamb's home when they got news of the campus shooting nearly 500km north.

"We're working right now under the assumption that both events are related," Gautier police detective Matthew Hoggatt told reporters.

The Biloxi Sun Herald reported that the woman who was killed in the home lived there with Lamb.

Delta State University sent out an alert urging students to "stay inside and away from windows" after an "active shooter" was spotted on campus.

"Please take immediate lock down action," the university wrote on Twitter shortly after 11.30 am (11.30pm Singapore time).

It later confirmed that Dr Ethan Schmidt, a professor of American history, had been killed.

Lamb was among a long list of colleagues that Dr Schmidt thanked in his 2014 book Native Americans in the American Revolution

"We are grieving on this campus with this loss, and our condolences are with the family at this time," university relations vice-president Michelle Roberts said in a statement.

Police were searching every building on the campus even though the university said they did not believe Lamb was still there.

Students and staff were told to stay where they were until police could safely move them to a sports arena.

Lamb received his doctorate from Delta State last year, according to a faculty profile posted on the university's website.

His areas of expertise include the geography of crime, social science education, economic geography and high-stakes testing. He joined the university in 2009 and also received his undergraduate and masters degree from Delta State.

Schools in the area were also on lockdown as police searched for the shooter, WLBT News reported.

Delta State is a public university which has more than 4,000 students. It is located in the small town of Cleveland about 200km north of Jackson, Mississippi.

Classes were cancelled on Monday and Tuesday and the university was providing counsellors for those impacted by the shooting.