Investigators have not revealed whether the victims are students.
Authorities believe the shooting was a murder-suicide, but a possible motive is unknown at this point in the investigation.
Police responded to the shooting on the fifth floor of the campus' main garage just after 8:30 p.m. Two people were pronounced dead at the scene. A third person was declared dead at a local hospital.
A school spokesperson is calling it an isolated incident, and says the campus was never in danger. Some students have complained they didn't get any emergency text alerts about the shooting.
The names of the victims have not yet been released.
The Associated Press contributed to this report.