There have been no reports of shots fired or anyone injured.
The school says on its website that campus, city and state police teams are searching for "any gunman."
Television reports show officers in tactical gear outside several campus buildings. A police helicopter is hovering over the area. The school is on November break, with undergraduate classes to resume Dec. 2.
The school says police received an anonymous call just after 10 a.m. from a phone booth reporting a person on campus with a gun.