There were conflicting reports on casualties but Douglas County Sheriff John Hanlin said 10 dead, including the gunman, was "the best" figure.
Police have not identified the attacker but un-named officers have told US media his name is Chris Harper Mercer.
Hanlin said he would not confirm the name, adding: "I will not give him the credit he probably sought prior to this horrific and cowardly act."
The killer's motive is not known, although police said they were investigating reports that he had warned of his intentions on social media.
Hours after the attack, in which seven were also injured, a visibly frustrated President Barack Obama demanded tighter gun laws, saying prayers are "no longer enough".
Students were reunited with their families at a nearby fairground/AP
Police searched students and their bags after the shooting/AP
More than 100 police officers responded to the scene of the shooting/AP
Police said they killed the gunman/AP
A vigil was held in a Roseburg park on Thursday evening/Getty Images
CNN reported that the gunman targeted Christians specifically, according to the father of a wounded student.