"Right now, the most important thing for us is to make sure that we account for all individuals and make sure that they're safe and secure," Robert Latham, director of the Mississippi Emergency Management Agency, told CNN.
He said there were reports of significant damage in Hattiesburg, where the tornado touched down. The city is home to the University of Southern Mississippi.
"I hope to goodness that when all this is said and done, all we have to do is clean up a mess and that we haven't lost any lives in this," Latham said.
Sara Lawrence, a resident of Hattiesburg, said that the storm sounded like "stuff being thrown."
"Within seconds, everything changed," she told CNN. "I didn't feel like there was much notice. I heard the sirens and everything looked OK outside, so I started making preparations to go into the bathroom. And then, next thing I know, all the lights went out, and it got dark outside."
Brett Carr, with the Mississippi Emergency Management Agency, reported that the three injured people were in Marion County. It was not immediately clear how they were hurt.
(Story contributed by CNN Wire Staff)