The page created under the name Eric Harris - one of two boys who fatally shot 13 students at the Colorado school in April 1999 - has been removed.
But the post that prompted the investigation read, "Goodnight New Brighton. Ill see you all tomorrow at school. Sweet Dreams :)" and also referenced a recent anti-bullying program at the school.
Investigators determined that Harris and Dylan Klebold had been bullied before the Columbine shootings.
The school district says it is cooperating with the investigation. FBI officials and the New Brighton police haven't said if they've traced the message.