Shannon Lamb, a suspect who was being sought in the fatal shooting of a professor at Mississippi’s Delta State University and a woman in the city of Gautier in Jackson County, Mississippi, is dead, police said late Monday.

The Greenville police were following Lamb when he pulled over, got out of his car and fled, Delta State University police chief Lynn Buford told the Associated Press (AP). The police heard one gunshot and found the 45-year-old with a self-inflicted gunshot wound, Buford added. Lamb was rushed to a local hospital where he was declared dead.

According to police, Lamb killed 39-year-old history professor Ethan Schmidt and shot dead 41-year-old Amy Prentiss earlier Monday. The woman reportedly lived with Lamb. Police said that they spoke with Lamb when he was on the run and he told them that he is “not going to jail.”

Although the motive for the two murders is not yet known, Fox News Insider reported that the incident took place because of a love triangle.

Shawn O'Steen, former husband of Prentiss, said she was a "good person" and that their 19-year-old daughter was “devastated” by her death, the AP reported. O’Steen and Prentiss were married for about seven years before they divorced 15 years ago.

Meanwhile, the university said that the campus lockdown has been lifted and its offices will open Tuesday morning.