ABC affiliate KOAT, citing Aztec police, report that two people were shot - though their conditions were not specified - and that the suspect is dead.
Authorities said the shooter had died but did not specify whether that person was among the three reported dead.
The two victims were students at the school police said, adding that no other injuries were reorted. Police have not released any details related to the shooter.
Authorities say a shooting at a high school in a small New Mexico town left two students and the suspect dead. That was confirmed shortly after by San Juan County Sheriff Ken Christesen.
The school of about 900 students was cordoned off as authorities cleared the campus and teens were taken to another location.
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State and federal authorities are investigating what led to the shooting and did not immediately release any details about the circumstances.
The school is in the Four Corners region and is about a half-hour from the Navajo Nation.
Aztec High School is about 180 miles northwest of Albuquerque, New Mexico. Thursday's shooting appears to be the most serious in a New Mexico school in years. He did not say whether anyone had been injured or killed.
The Bloomfield Police Department is asking parents to stay away from the school until further notice.