Pais is a white female, 5-foot-5, with brown hair, and she was last seen wearing a black T-shirt, camouflage trousers as well as black combat boots.
Officials didn't provide further details or reveal where Pais traveled from, saying it would compromise their investigation.
Denver Public Schools advised that all facilities and programs would remain closed on Wednesday, with afternoon activities and athletic competitions canceled, AP reports. The 18-year-old who is allegedly obsessed with Columbine, traveled there Monday night and made the threat.
"Any threats involving columbine, or our schools, we take at an elevated rate, so, we're always aware of the situation here", said John Hickenlooper.
The FBI's Rocky Mountain Safe Streets Task Force issued a notice Tuesday for police to be on the lookout for 18-year-old Sol Pais.More news: Ovechkin punch puts Carolina rookie into concussion protocol
Authorities are being told if they spot her, to detain her and evaluate her mental health. "She is armed and considered risky", said Mike Taplin with the Jefferson County Sheriff's Office, CBS Denver reported.
"She can, please, come home".
Pais has been described as "infatuated with (the) Columbine school shooting" and is believed to have travelled into Denver "attempting to buy firearms", according to local media outlet the Denver Post.
Have You Seen this Woman?The FBI Denver Division and Jefferson County Sheriff's Office are asking for the public's...
He said he had no other information.More news: New Pixel devices coming on May 7, Google suggests
The alert came four days before the 20th anniversary of the April 1999 massacre at Columbine, when two heavily armed students stormed the suburban Denver high school and fatally shot 12 classmates and a teacher before committing suicide.
In December, an anonymous caller claimed bombs had been planted inside Columbine high school.
Patricia Billinger, a spokeswoman for the Colorado Department of Public Safety, says the agency made the recommendation because Tuesday's threat was deemed "credible and general". As the district prepares for the day's memorial events, it is fending off an onslaught of curious strangers who trespass in the school's parking lot - sometimes more than 30 people in a day.
Denver-area public schools will be closed on Wednesday as authorities search for a young Florida woman who flew to the city and bought a gun after becoming "infatuated" with the mass shooting at Columbine High School.More news: Star Wars Celebration cosplay gallery
The Jefferson County Sheriff's Office subsequently sent out an alert about a person of interest in the case: Sol Pais, an eighteen-year-old woman (from Florida, a knowledgeable source tells us) who is known by the Federal Bureau of Investigation.