Nashville shooting led to Shawn Johnson East's children's school to be put on lockdown: 'So incredibly sad'

FOX Weather correspondent Nicole Valdes reports from Nashville, Tenn., on the Covenant school shooting on 'Your World.'

Olympic gold medalist Shawn Johnson East opened up about her harrowing Monday as she received a phone call from someone at her children’s school saying they were in lockdown amid a shooting at a Christian private school in Nashville, Tennessee.

Johnson East said her husband, former NFL player Andrew East, was able to pick up her kids from school and posted videos on her Instagram Stories showing herself hugging her children as they came home.

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Andrew East and Shawn Johnson East arrive to the 2021 People's Choice Awards held at Barker Hangar on December 7, 2021 in Santa Monica, California. (Rich Polk/E! Entertainment/NBCUniversal/NBCU Photo Bank via Getty Images)

Several people were dead when a 28-year-old female opened fire at The Covenant School. Johnson East posted a video of school buses getting a police escort. 

"I haven’t been able to catch my breath since reading the news and getting a call from our school that they were on lockdown as well given the news. Shaking. Cry. Heartbroken. Horrific," she wrote in a subsequent message on her Instagram Stories.

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Olympic gymnast Shawn Johnson visits her fiance, Kansas City Chiefs long snapper Andrew East (48), after the team's training camp practice Wednesday morning, Aug. 5, 2015 at Missouri Western State University in St. Joseph, Mo. (David Eulitt/Kansas City Star/Tribune News Service via Getty Images)

"Our babies are now home with us. I feel lucky and blessed but still so incredibly sad. No parent or family