A professor at Mississippi's Delta State University suspected of killing the woman he lived with and a colleague -- possibly as the result of a love triangle -- died of a self-inflicted gunshot wound late Monday, authorities said.

Local media, citing the Washington County Sheriff's office and other agencies, reported that Shannon Lamb, 45, was being chased by police in his black Dodge Avenger on Highway 1 near Greenville when he pulled the car over, bailed out on foot, and ran into some woods along the side of the road.

Delta State University police chief Lynn Buford told the Associated Press that the pursuing officers heard a single gunshot before finding Lamb wounded. The suspect was taken to a local hospital where he was pronounced dead.

Late Monday, the university lifted a campus lockdown that had been in place since Lamb allegedly shot and killed Professor Ethan Schmidt as Schmidt sat at his desk in a university office. The university said Tuesday classes were canceled and a candlelight vigil would be held in Schmidt's memory that evening.

Police believe that hours before Lamb shot and killed Schmidt, he murdered his domestic partner, 41-year-old Amy Prentiss, at the home the couple shared in Gautier, Miss., approximately 300 miles from Delta State's campus in Cleveland, Miss. 

Lamb, a geography and social science education instructor, allegedly believed Prentiss was also in a relationship with Schmidt. 

Approximately an hour before Lamb apparently took his own life, Cleveland Police Chief Charles "Buster" Bingham denied the suspect had been in contact with law enforcement. That contradicted information given by Gautier Police Lt. Scott Wilson and another unidentified officer, who told a news conference they had spoken with Lamb and "he's not going to jail." They did not elaborate on how or when they spoke with the suspect.

Late Monday afternoon, Bingham said Lamb had been been upgraded from a "person of interest" to a "suspect" and that officials "consider Mr. Lamb armed and dangerous."

Reports of Schmidt's shooting sent the campus into a lockdown Monday morning. Law enforcement personnel poured over the grounds in search of the gunman.

When asked how the shooter could escape the victim's building so quickly, Bingham said Schmidt's office was close to an exit and "it was not hard to leave the building rapidly."

Schmidt graduated from the University of Kansas with a PhD in philosophy in 2007. He had taught at Delta State since August 2013. He previously served as an assistant professor and director of graduate studies at Texas Tech University, and was a lecturer and graduate teaching assistant at the University of Kansas. Schmidt wrote two books about Native Americans: “Native Americans in the American Revolution,” published in 2014, and “The Divided Dominion,” published in February 2015.

Schmidt was a member of numerous organizations at Delta State, including the Diversity Committee and the Student Success Task Force.

The university has about 4,000 students.

Cleveland is a city of about 12,000 people. It's located 38 miles northeast of Greenville.

The Associated Press contributed to this report