Five more students were treated for injuries, but they weren't shot, Kentucky Gov. Matt Bevin and police said. All of the victims are thought to be students.
The suspect is a 15-year-old boy who was arrested at the school by a deputy. The boy will be charged with two counts of murder and multiple counts of attempted murder, said Kentucky State Police Commissioner Rick Sanders.
Bailey Nicole Holt died at the scene, and Preston Ryan Cope died at a hospital, Sanders said at a news conference Tuesday night.
Sanders said five of those injured were in critical condition at Vanderbilt University Medical Center in Nashville.
The shooting occurred just before 8 a.m. at the school in Benton, in southwestern Kentucky, according to Sanders. The student entered the school, which starts at 8 a.m., with a handgun and opened fire, Sanders said.
First-responders arrived nine minutes after the shooting began, Sanders said.
"These children belong to this community and to specific families in this community," Bevin said. "And this is a wound that will take a long time to heal and, for some in this community, will never heal. Please respect these families."
Preston was one of six patients taken to Vanderbilt.
They were all boys, ages 15 to 18, according to trauma team leader Oscar Guillamondegui. Three had gunshot wounds to the head, including the boy who died. One of them had an arm wound, and another was shot in the chest and abdomen, the doctor said.
Several arrived intubated to aid breathing; they were awake but sedated, said Rick Miller, chief of trauma.
"When that happens to you, everything shuts down," Miller said. "It's going to take long time to heal both physically and mentally."
It's the first time the medical center has dealt with a mass school shooting, they said.
More people were shot Tuesday at Marshall County High School than during another Kentucky mass school shooting at Heath High School in nearby McCracken County 20 years ago. Student Michael Carneal fired 11 shots into a group of classmates in the lobby of Paducah's Heath High School. Three students were killed and five were wounded.
Sanders said Marshall students did exactly as they were trained.
State police had recently shown students how to respond in an active-shooter case, Sanders said.
The high school was locked down, and no one was allowed inside either entrance, according to The Marshall County Tribune-Courier. Students were bused to nearby North Marshall Middle School, where parents were allowed to pick up their kids, the Tribune-Courier said.
Bevin said the shooting is a wound that will take a long time to heal.
"This is an opportunity for Kentucky – though we would not want to be in this position – this is an opportunity for us to show how these situations can be handled," he said.
At a news conference later Tuesday, Sanders spoke to the "human toll" the shooting has taken, not only on the community, but also specifically on the first responders who worked at the scene.
He said one of the first state troopers to arrive Tuesday morning saw the young woman who died and initially thought she was his daughter, who had been dropped off at the school just before the shooting.
"He had to go over to convince himself it was not his daughter," Sanders said.
The shooting was reported in the high school commons, according to a Broadcastify recording of law enforcement scanner traffic from initial calls. Police have not confirmed the details in that recording.
"Five shots fired. Four down at the high school at Marshall ... one unresponsive," the dispatcher said.
There were reports of students down in the school's tech center, according to the dispatcher. Police found the weapon, a pistol, in the back side of the high school, a sheriff deputy told dispatchers.
A business owner, Mitchell Garland, said he saw nearly 100 students running out of the high school, crying and screaming, according to the Associated Press.
Marshall County High School had 1,374 students during the 2016-17 school year, according to the Kentucky Department of Education. All Marshall County public schools will be closed Wednesday, television station WPSD reported.
Throughout the day, schools, churches and community groups in and around Marshall County planned vigils to honor the victims.
West Kentucky Community and Technical College, Paducah Tilghman High School, Lyon County Schools and Impact Church in Benton were among the groups to announce gatherings.
In November, the Marshall County Sheriff's Office hosted an active-shooter training session, according to WPSD. The deputy who arrested the shooting suspect Tuesday made use of that training.
At the time of the training, Sheriff Kevin Byers said, "We cannot take the attitude it will never happen here, because just like 20 years ago, it's never gonna happen here, and look at what happened at Heath High School. ... It can happen here."
Not long after the shooting, condolences, praise for law enforcement and calls for prayer poured forth from lawmakers in the state and in Washington, D.C.
U.S. Senate Majority Leader Mitch McConnell said he was closely tracking the reports of the "tragedy in Benton, #Kentucky and Marshall County High School."
"My thoughts are with the students, teachers, faculty, and the entire community," he posted on Twitter. "Thank you to the first-responders who continue to put themselves in harm's way to protect others."
Kentucky Sen. Danny Carroll, who is from Marshall County, said in a statement that he was heartbroken.
"This is a sad time for our close-knit community in Marshall County, and my thoughts and prayers are with all those affected by this senseless tragedy," he said. "Many thanks to our first-responders who contained the situation and prevented it from escalating further. I remain in communication with the governor's office and Kentucky State Police as resources are provided to our community."
The area's U.S. representative, James Comer, said his senior field representative, Martie Wiles, was with local officials in Marshall County and was keeping Comer updated.
"This morning's senseless and evil act in Marshall County is news that horrifies us all," Comer said in a statement. "My thoughts and prayers are with the students and faculty at Marshall County High School, where there has been a tragic school shooting. I stand with the school, first-responders and the entire Marshall County community, we are all united with you today.
At the General Assembly in Frankfort, House Education Chairman John Carney, a Republican, shared news of the shooting at that committee's morning meeting.
"I would like to ask everyone to remember the folks there in Marshall County in your prayers," Carney said.
The committee had just approved House Bill 143, which would require the Kentucky Department of Education to establish a school safety and crisis line where people could report unsafe violent or criminal activities. The bill now goes to the full House.
GOP Rep. Steven Rudy, who chairs the House Appropriations and Revenue Committee, began the committee's meeting with a prayer for the victims.
— Mike Stunson, Morgan Eads, Valarie Honeycutt Spears and Karla Ward, Lexington Herald-Leader