Local media had earlier reported that 3 people were killed in the incident, Reuters reported.
Aldo Fasci, security spokesman for the northern state of Nuevo Leon, said a student entered the school with a gun and opened fire. He called the incident unprecedented.
Television footage showed ambulances and police outside the Colegio Americano del Noreste, south of the industrial city of Monterrey.
There were no details on the nationalities of those shot.