(REUTERS) - A man suspected of gunning down a Mississippi college professor and killing his live-in girlfriend before taking his own life left behind a note apologising for his actions, police said on Tuesday.

But a police official said Shannon Lamb, a social science and geography instructor at Delta State University, gave no motive for the killings that prompted a tense manhunt on Monday before he shot himself as he was cornered by authorities.

Police said Lamb, 45, shot and killed Amy Prentiss, 41, at the home they shared in Gautier, Mississippi before driving 480km to Delta State, where he fatally shot colleague Ethan Schmidt, an assistant professor of American history.

"Very sorry," read the handwritten note signed by Lamb. "I wish I could take it back. I loved Amy and she is the only person who ever loved me."

After arriving on Monday morning at the university campus in Cleveland, Mississippi, Lamb called police to report that he had killed Prentiss the night before, Gautier police officer Matt Hoggatt told a news conference.

Cleveland police chief Charles "Buster" Bingham previously said it did not appear the shooting victims knew each other.

"We don't know why this man did what he did," he said.

The university canceled events to commemorate its 90th anniversary and instead planned a candlelight vigil to honor Schmidt on Tuesday night.

Schmidt's death followed similar incidents on US college campuses in recent weeks, including at Sacramento City College in California, Texas Southern University and Georgia's Savannah State University.

While on the run Monday, Lamb made statements to family remembers that were relayed to police that he would not turn himself in, Hoggatt said.

After Greenville police spotted Lamb's car and began to follow him, he jumped from the vehicle and ran, law enforcement said. Officers then heard a gunshot.

Police locked down the Delta State campus and searched buildings on Monday after the reports of gunfire.

Delta State University President William LaForge praised Schmidt, 39, a married father of three children, as a "star"professor.

"I thought the world of him," LaForge said.

LaForge said Lamb was teaching two online courses during the fall semester and did not want a full load, citing medical issues.