Millersville spokeswoman Janet Kacskos (KASS'-kus) says police are trying to find the man.
She says that, until they do, they're asking students, faculty and staff to stay inside.
Kacskos doesn't know who the person is, or why he's considered a threat.
She says students and university staff were first notified by text message at about 10:30 a.m.
The alert remains in place and people appear to be complying with it.
Kacskos says there hasn't been any sort of attack, and no one's been injured.
The campus is near Lancaster, about 60 miles west of Philadelphia.
