"She is armed and considered to be extremely risky", authorities tweeted.
Earlier, school officials said the doors were locked but classes were continuing during the lockdown.
Minutes before, the FBI had said there was an active investigation "around the base of Mt. Evans", a Rocky Mountain peak west of Denver.
Authorities have not provided any additional information at this time.
Junior David Eaton told the newspaper that he was in a math class when the school announced the lockout.
Denver Public Schools said that all facilities and programs will be closed Wednesday, and there will be no afternoon activities or athletic competitions.
"She can come home".
"People relate to them because they view Columbine as a case of the oppressed students rising up against their oppressors, the bullies", said Peter Langman, an expert on the 1999 attack and other school shootings.
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While the State of Colorado requires that purchasers of firearms submit to a background check, the process typically takes about fifteen minutes. Authorities say they are looking for a woman suspected of making threats. The FBI is working with the U.S. Attorney's Office, and local law enforcement with local district attorneys' offices, to develop charges.
FBI/Getty Sol Pais was found dead by suicide.
The alleged threats led to the closure of school for more than half a million students on Colorado's Front Range Wednesday. "We don't know. We don't have any ideas", he said.
Numerous survivors of the shooting have school-age children of their own who were affected by the school closings.
Officers were seen removing the large stack of papers Wednesday morning from the single-family home of Sol Pais in Surfside, Florida, a city just north of Miami Beach.
Students leave Columbine High School late Tuesday, April 16, 2019, in Littleton, Colo.
Local and federal officials are searching for 18-year-old Sol Pais. Officials didn't provide further details about the threats or say where she was from.
"She has had an infatuation with Columbine, with the perpetrators of Columbine, she has made comments to that effect, but she hasn't identified a specific threat to a specific school", Phillips said.
She is described as 5-foot-5 inches tall, with brown hair. She was last seen in the foothills of Jefferson County, west of Denver, AP reports, and was considered extremely risky and not to be approached. The school also continues to receive threats, especially following prominent mass shootings. 'We have no info about a specific threat related to any schools in APS'.
Pais has not been charged with any crime, but Phillips said, "Our priority is to find miss Pais". She was last seen in the foothills west of Denver, wearing a black T-shirt, camouflage trousers and black boots.