The family of shooting victim and Australian baseballer Chris Lane have delivered an emotional tribute to their son, saying they are struggling to deal with his "senseless" killing.

The 22-year-old Melburnian was gunned down on Friday when he left the home of his girlfriend and went for a jog in Duncan, a quiet town in southern Oklahoma with a population of just 25,000.

Three teenagers are accused of the random drive-by shooting, with US authorities saying they were on a "killing spree" after leaving a chilling message on Facebook.

A 16-year-old boy has told police he fired on Mr Lane, according to Duncan chief of police Danny Ford. Chief Ford said the 16-year-old was with two other teens, aged 15 and 17, at the time of the shooting. All three have been arrested.

Chief Ford said the accused killers drove to another house to murder a second, unrelated, victim just hours after shooting Lane in the back and leaving him to die on the side of a road.

His father, Peter Lane, spoke to reporters outside his son's Australian sporting home, the Essendon Baseball Club.

"He was a kid on the cusp of making his life," Mr Lane said. "He gave up a lot to follow his dreams.

"There's not going to be any good come out of this because it was just so senseless.

"There wasn't anything he did or could have done.

"He was an athlete going for a jog like he would do five or six days a week in terms of his training schedule.

"It's happened, it's wrong and we just try and deal with it the best we can."

Chris was the product of a good family and close-knit sporting community, his father said.

He had dreamed of attending a college in the United States since he was 15.

"He was a very talented athlete, he was a very talented junior footballer as well," Mr Lane said.

"He picked baseball because it gave him a chance to go to college."

Lane, who grew up in Oak Park in Melbourne's north, was studying at East Central University (ECU), where he had won a scholarship to be the team's catcher, and had been back in the US for just three days after visiting his family in Australia, along with girlfriend Sarah Harper. The pair had been together for four years.

In a Facebook tribute posted just hours after his death, Ms Harper said she had "amazing memories" and cherished a "last adventure together".

"I love you so much babe. From 2009 until forever you will always be mine and in a very special and protected place in my heart," she wrote.

US authorities say the tragic event was a case of Lane being caught in the the wrong place at the wrong time.

The three boys, in a black car, randomly spotted Lane, police allege.

"They followed him," Chief Ford said. "They came up from behind, shot him in the back with a small-calibre hand gun and sped off."

On one of the alleged killers' Facebook pages investigators said they later found the message: "Bang. Two drops in two hours."

"They wanted to be Billy Bob Badasses," Chief Ford said.

"I think they were on a killing spree.

"We would have had more bodies that night if we didn't get them."

Witnesses saw Lane stumble across the road and then get down on his knees before struggling to a drainage area on the side of the road.

A woman came from a nearby house to attempt CPR while another woman in a car called police.

Despite paramedics and police getting to the scene in minutes and transporting Lane to a nearby hospital, he was pronounced dead about an hour later.

"I know everybody thinks there has to be a reason, but I've been in this business for 30 years and there doesn't have to be a reason with these kids," the chief said.

"It is a sad, sad thing what happened with that young man."

Frank FitzGerald, former principal of St Bernard's College in Essendon, told Fairfax Media he knew Lane from year seven thorough to year 12 and that he had been ‘‘very highly regarded by all people at school’’.

‘‘He had such leadership qualities...and was a most cherished member of...the leadership group.

‘‘People had the highest regard for Chris, as he was a gentle person who would go out of his way to help fellow students,’’ Mr FitzGerald said.

Staff and student leaders, as well as Chris’ friends and sports mates are in shock, he said.

‘‘He was a very good athlete...and had the potential to play AFL football, but preferred to play another sport - baseball. He was also a member of the champion athletics team’’.

The Lane family had generational links to the school and had contributed to the school over many years, Mr FitzGerald said.

‘‘They are a wonderful family...I think the whole community is in shock’’.

Friends and teammates have begun changing their profile pictures on Facebook to images of Lane.

with Caroline Zielinski