Sheldon ISD posted about the threat at 8:10 a.m. on its Facebook page.
It said that administrators immediately put the school under a shelter-in-place and that law enforcement was checking students' backpacks.
The district's statement also said in part, "Please know that all students are safe. The safety of our students is our top priority and we will ensure those responsible will be punished to the fullest extent of the law."
Sheldon ISD posted an update saying that the order had been lifted at 10:20 a.m.
It also said it plans to release more information soon.