Aztec Superintendent Kirk Carpenter said the district informed high school staff.
Some students who were outside during their lunch hour witnessed the arrest.
Cameron Sillers, 20, was arrested at about 12:30 p.m. on March 1 on Aztec High School property.
He allegedly had a backpack with him that contained a loaded .22 pistol and about 100 rounds of ammunition along with knifes, rope, first-aid materials, tobacco and other items, according to the court document explaining his arrest.
Sillers told Aztec police it was a "survival bag" so he could live in the wilderness.
Sillers was charged with a fourth-degree felony for unlawful carrying of a firearm on school property.
He is scheduled to have a preliminary hearing on Thursday.
Carpenter said the district has steps in place so it can contact parents if there is an emergency or if the school is "locked down," a term used to describe when schools are locked and students are directed to immediately take shelter because of a possible threat.
He said Sillers was in the parking lot in front of the high school and never was on the school's "campus."
"We are not trying to hide anything or downplay anything," he said.
Carpenter said school officials believe Sillers has been shooting the pistol at a different location and then had it in his possession when he arrived at the school that day.
"He had no intent to come up and do harm," he said.
Sillers was approached by a school resource officer who took him into custody and contacted an Aztec police officer because Sillers had an outstanding warrant.
The gun and ammunition were located soon after.
Carpenter said because the situation was quickly brought to an end by police, the district believed the students were safe.
Carpenter and Aztec police Capt. Troy Morris said there have been no other such incidents this year.