Steven Jones, 18, said "Yes" when a Coconino County judge asked him over a video feed Friday afternoon if he understood the charges. Bail was set at $2 million.
Prosecutors said Jones was involved in a fight with other students around 1:20 a.m. Friday and ran to his car where he picked up a handgun. This is not a case of self-defense, the prosecution said.
Colin Brough was killed and Nicholas Piring, Nicholas Prato and Kyle Zientek were wounded, the university said.
University Police Chief Gregory T. Fowler said at a morning news conference that Jones was cooperating with investigators.
Fowler said it appeared the victims had been shot multiple times.
The victims were all members of the Delta Chi fraternity, the organization said Friday. The suspected gunman was a pledge in another fraternity -- Sigma Chi, according to that organization's national office.
"We are deeply saddened by this tragedy and our thoughts and prayers are with the friends and family of the victims, as well as the entire community in Flagstaff," Delta Chi said in a statement. The organization said it was seeking the university's help in providing counseling to its members.
Sigma Chi Executive Director Michael Church sent his condolences to the victims.
"Our hearts and prayers are with the family and friends of the individual killed and those who were injured," he said. Church added that the incident was "in no way associated with any chapter event," but the chapter has been suspended and Jones removed from the pledge program.
University President Rita Cheng said the school had experienced "a terrible tragedy."
"This is not going to be a normal day at NAU," she told reporters. "Our hearts are heavy."
Students shaken up
Students, appearing weary and shocked, attended a morning news conference on the shooting. Some questioned why it took more than an hour after the shooting for text notifications warning of danger to go out to the university community.
Junior Megan Aardahl told CNN she awoke to text messages from the school and her family checking to see if she was OK. She said the incident rattled her and other students.
"There's a huge sense of community here, so everyone's just trying to like reach out and make sure everyone's OK, but it's a little anxious not knowing who's involved," she said.
Fowler said he couldn't immediately explain the messaging delays but said officers sent initial alerts out of an abundance of caution even though the situation was under control and there was no danger to students.
Gov. Doug Ducey pledged state support to help police investigate the shooting and to help those injured recover.
"This heartbreaking incident will impact many of our fellow citizens, and I ask all Arizonans to keep them and the family of the individual lost in their thoughts and prayers as they cope with this tragedy," he said.
Sen. John McCain, an Arizona Republican, also issued a statement.
"My thoughts and prayers are with families of the person who was killed and the three others who were wounded in the horrific shooting on the campus of Northern Arizona University in Flagstaff early this morning," he said. "I appreciate the efforts of all state and local law enforcement officials, first-responders and school administrators, and continue to pray for the recovery of the injured, as well as all those in the NAU community who have been impacted by this terrible tragedy."
The shooting comes the same day President Barack Obama visited Roseburg, Oregon
, and the families of those slain
in the October 1 massacre at Umpqua Community College
The gunman in that case, Chris Harper-Mercer, 26, killed nine people
before killing himself, according to police.