Two students were killed in the shooting and the shooter is dead as well, according to KRQE News.
ABC affiliate KOAT, citing Aztec police, report that two people were shot - though their conditions were not specified - and that the suspect is dead.
Authorities haven't identified the shooter or the victims.
The sherrif's officer said: "Aztec High School is locked down and being evacuated". Nearby schools in the area have also been put on a preventative lockdown, AP reported. Parents are able to pick up their children at 516 and Mesa Verde, after they are checked in and accounted for.
The city of Aztec is located in the northwest corner of New Mexico and has a population of almost 7,000 people.
The sheriff's office urged people to avoid the area and confirmed the school was evacauted.
Authorities are responding to a shooting at a high school in northwest New Mexico.