The Aurora Police Department said it was "taking this threat seriously" and that it was working with Aurora Public Schools and Cherry Creek Schools.
Education officials say Denver-area public schools will be closed Wednesday due to the an ongoing safety concern as authorities search for a woman who they say is armed, making threats and "infatuated" with the Columbine High School shooting.
The Jefferson County Sheriff's Office and the Federal Bureau of Investigation say Pais traveled to Colorado on Monday night and was last seen in the foothills west of Denver.
It said she tried to buy firearms and that police who come into contact with her should detain her and evaluate her mental health.
Pais is considered a threat to the community and schools, but there is no information on any specific threat to a particular location, Phillips said.
There was no immediate indication whether there was any connection to the 20th anniversary of the Columbine High School mass shooting, in which 12 students and a teacher were shot dead. She has not been charged with any crime but the priority was to find her, he said.
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Authorities said Pais is armed and considered extremely risky and should not be approached. "And in that regard, I know that this opens a wound, especially on this anniversary week, for those families who were most deeply impacted by this", Jefferson County Sheriff Jeff Shrader said.
Denver Public Schools said that all facilities and programmes will be closed on Wednesday, and there will be no afternoon activities or athletic competitions.
Students leave Columbine High School on Tuesday.
Students are leaving classes after tightened security at Columbine High School and over 20 other Denver-area high schools after a lockdown caused by a possible threat. The FBI is leading the investigation in Jefferson County, Fulton said.
A spokesperson for the FBI's Denver field office did not immediately respond to queries. The massacre was the deadliest school shooting in American history at the time.
After-school activities and sports practices would also continue as scheduled - except at Columbine, where they're canceled for the day, the school said. But they won't be protesting at the Colorado school where the violence took place.
Two hours after announcing the lockouts, the school system reported that all its students and staff were safe, adding that students will be released from the schools and buses will run on their normal schedule, though some may be slightly delayed.