Hospital officials in neighbouring Danbury said they were treating three people wounded in the shooting. Danbury Mayor Mark Boughton said the victims were in "very serious" condition.
The Newtown Bee newspaper said one child had been carried out by a police officer and emergency crews had set up triage facilities, expecting additional patients. The Hartford Courant newspaper said one victim had "numerous gunshot wounds".
All schools in the city were on lockdown Friday as police assessed the situation, state police spokesman Lt. Paul Vance said.
Students were evacuated to a nearby firehouse, the Danbury News-Times newspaper reported.
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