"We're not sure what's going on, there are people running through the mall," Hendricks said.
"Jay, we probably need to go," Alvarez said off-camera. "Jay, we probably need to get off the air."
"OK, we're going to leave the set, we're going to slip away for just a minute," Hendricks said as he walked off camera. "We don't know what's going on. People (are) running through the mall, so we need to see what this is."
When Hendricks returned to his desk, he read more reports before telling the audience, "We need to disappear."
The station went back on the air after the incident was over.
Saturday's shootings occurred four weeks after a gunman killed 22 people in El Paso, and a day before several laws go into effect in Texas that loosen restrictions on guns and other weapons.