At least two students were killed in a shooting at their high school in New Mexico on Thursday, state police said, adding that the assailant was dead.

The deadly incident took place at Aztec High School, which has been evacuated, New Mexico State Police said on Twitter.

“No other injuries reported,” the police said. “#NMSP is investigating this incident. Officers are currently conducting security checks at the Aztec High School.”

San Juan County Sheriff Ken Christesen told reporters that three people died at Aztec High School.

Police set up an area in a park for parents to pick up their children, the San Juan County Sheriff's office said on its Facebook page.

The families of the victims have been notified, police added.

Deputies with the sheriff's office and surrounding police departments responded to the school after reports of a shooting. Federal agents and state police are investigating the incident.

The school is in the Four Corners region and is near the Navajo Nation.