Police in Gautier said they found a note reading: "I am so sorry I wish I could take it back. I loved Amy and she is the only person who ever loved me."
Shannon Lamb did not indicate a motive for yesterday's killing of Amy Prentiss, 41, nor did he suggest he planned to hurt anyone else.
After Lamb told police he killed Prentiss, he killed professor Ethan Schmidt, 39, inside his office at Delta State University, police said. The shooting led to an hours-long lockdown at the college during which frightened students and faculty hid in classrooms and closets as authorities scoured the campus looking for Lamb.
University President William LaForge said he didn't know of any conflict between Lamb and Schmidt but "obviously there was something in Mr Lamb's mind."
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Lamb had earlier asked for a medical leave of absence, saying he had a health issue of some sort, but LaForge gave no further information about it.
Police eventually cleared the campus after yesterday's shooting and authorities later found Lamb when a license plate reader picked up his plate as he crossed a bridge over the Mississippi River from Arkansas back into Mississippi, Cleveland police Chief Charles "Buster" Bingham said.
Lamb started working at the university in 2009 and taught geography and education classes. He received a doctorate in education in the spring. He was teaching two online classes this semester, but an in-person class had been cancelled, LaForge said.
Lamb's career prospects at Delta State may have taken a turn because of a university policy change.