He also confirmed that the shooter also was dead but didn't say if the suspect was among the three.
The Pentagon says it found a "troubling" number of failures this year by the military services to alert the Federal Bureau of Investigation to criminal history information. Christesen did not say if the dead included the shooter.
Families of the shooting victims have already been notified, Bryce Current, an official with the San Juan Sheriff's Office told reporters. "Please avoid the area".
Navajo Nation President Russell Begaye said in a statement that all schools in the area were placed on preventative lockdown as a precaution.
Aztec High School is a public high school in Aztec, New Mexico. Aztec, a community with fewer than 6,000 residents, is about 16 miles northeast of Farmington, N.M.