The U.S. Naval Academy is on lockdown after a midshipman who had been kicked out of the school returned to campus armed with a weapon, multiple sources inside the U.S. Naval Academy tell Fox News.Gunshots have been heard inside Bancroft Hall, which houses the midshipmen.One official on campus said, "The shooter is knocking on doors pretending to be a military policeman.""Naval Support Activity Annapolis, in coordination with local law enforcement, is currently responding to reports of threats made to the Naval Academy," NSAA PAO, LT Naweed Lemar, told Fox News. "The base is on lockdown out of an abundance of caution. This is a developing situation and we will provide updates as they become available."A Defense Department official also confirmed to Fox News Digital they are aware of the lockdown at the campus, but added there was no additional information at this time.This is a developing story.