Local police say they have no independent confirmation of a shooting Wednesday but have sent up to a half-dozen officers to the campus, which is about 20 miles (30 kilometers) south of Oklahoma City.
The university posted a notice on its website Wednesday that people should avoid Gould Hall.
A notice sent by its Twitter account said: "Seek immediate shelter in place."
Police Captain Tom Easley said five to six of the city's officers went sent to the school to assist campus officers. Medical teams and the fire department were placed on alert but Easley said "we have no confirmation of anything yet.