Mississippi State University was put on lockdown after a suspected shooter was arrested early on Thursday morning on the campus.

MSU announced at just after 8.20 am US time that the shooter was on the loose and that students should find a safe place to hide.

Minutes later the university, which has 20,000 students, announced that the individual had been arrested and that no shots had been fired. No one is believed to have been injured and no further alerts have been issued.

"No injuries reported at this time. They is no report at this time of any shots that have been fired," the university Tweeted.

"Continue to shelter in place until further notice. Stay away from campus. Stay inside buildings."

"We are asking everyone to remain calm. Please use caution. The is currently no danger reported on campus.

"There have been no additional reports of any danger. Please remain calm and follow Maroon Alerts outlets for accurate information"

The incident came just 24 hours after two journalists were shot live on air in Virginia. Vester Flanagan, who used the name Bryce Williams when reporting, shot himself after killing reporter Alison Parker, 24, and cameraman Adam Ward, 27, during a live broadcast watched by 40,000 people on WDBJ-TV in Moneta, Virginia.