Shannon Lamb had earlier told authorities that he was "not going to jail."
Police in Greenville, Mississippi, were following Lamb as he was driving when the suspect pulled over and jumped out of his car, Lynn Buford, chief of the Delta State University police, told The Associated Press. One of the victims was killed at the university yesterday.
Lamb's death brought to an end a chaotic day that saw terrified students and teachers hunkered down in classrooms for hours. The Delta State campus was put on lockdown as armed officers methodically went through buildings, checking in closets, behind doors and under tables and desks.
University President William LaForge told the AP late Monday that the lockdown had been lifted. He said there would be no classes today but students, faculty and staff are invited to campus to attend a vigil in the evening to honor the staff member who was killed.
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Investigators said Lamb, 45, was a suspect in the slayings of 41-year-old Amy Prentiss, who was found dead in the home she shared with Lamb in Gautier; and 39-year-old Ethan Schmidt, a history professor who was killed in his own office on campus in Cleveland.
Officers in the two cities said they had not uncovered a motive for either slaying.
Gautier Police Lt. Scott Wilson and another officer whose name was not given said during a news conference Monday in Gautier said they had spoken with Lamb.
In the news conference broadcast on WLOX-TV, the unidentified officer said anyone coming into contact with Lamb should use extreme caution because police had spoken to the suspect and "he's made the statement that he's not going to jail."
He started working there in 2009 and taught geography and education classes, and volunteered with Habitat for Humanity, according to the resume.
LaForge said Lamb was teaching two online classes this semester.
Mississippi Highway Patrol spokesman Johnny Poulos said investigators were searching for a black 2011 Dodge Avenger that they believe Lamb was driving.
The 3,500-student university in Cleveland is in Mississippi's flat, agricultural region near the Arkansas state line. It was first put on lockdown mid-morning amid reports of an active shooter. Everyone on campus was told to take shelter, away from windows.