New Haven Police Department received an anonymous tip off from a male caller that his room-mate was en route to the Yale University campus "with the intention of shooting people", a spokesman said.
Police spokesman David Hartman told reporters both the caller and the gunman have yet to be identified.
He told a press conference: "There has been no report of gunfire, there has been no report of injuries of anyone.
"We are interviewing [two] witnesses who did report seeing somebody on or near the university campus with a long gun ... either a rifle or a shotgun".
More top news
The presumptive Democratic Presidential candidate said Kaine is everything Donald Trump is not as they shared a platform for the first time.
Team Sky's Chris Froome is set to win the 2016 Tour de France with an overall lead of four minutes 11 seconds after stage 20 to Morzine
The attempted kidnap of an RAF serviceman took place near RAF Marham, in Norfolk, on Wednesday.