By Yereth Rosen

ANCHORAGE, Alaska (Reuters) - Two members of the U.S. Coast Guard were shot dead at an air base on Kodiak Island off Alaska, prompting an investigation by the FBI and a lockdown of the base and nearby schools, officials said on Thursday.

The Federal Bureau of Investigation said there was no immediate evidence of terrorist intent or sabotage, but a security alert was in force at the installation because the circumstances surrounding the deaths were unknown.

"Since we don't have all the details, we strongly advise that all Kodiak residents remain vigilant and report any suspicious activity to local law enforcement officials," Captain Jesse Moore, base commanding officer, said in a statement.

"We are deeply saddened that we lost two shipmates. This is a rare occurrence, and we are going to do everything possible to ensure we find out exactly what happened."

The Coast Guard declined to identify or give any details about the victims until their next of kin had been notified.

The Guardsmen were found at a communications facility on the Coast Guard Base Support Unit Kodiak, about 250 miles southwest of Anchorage. Authorities were looking for a potential suspect who might be at large, the Coast Guard said.

Nearly 1,000 active-duty personnel and hundreds of civilians are stationed at the installation, the center of operations for Coast Guard patrol and search-and-rescue missions in the region.

FBI agents will direct the investigation, which is the procedure when something like this happens at a federal facility, FBI spokesman Eric Gonzalez said in Anchorage. He said there was "no indication that this is related to any kind of terrorist act."

Alaska State Troopers spokeswoman Megan Peters said that state police had also joined the investigation.

About 6,300 people live in Kodiak, the island's main town. The installation is the largest in the Coast Guard system, according to the Kodiak Chamber of Commerce and Kodiak Island Convention and Visitors Bureau.

(Reporting by Yereth Rosen; Writing by Steve Gorman; Editing by Cynthia Johnston)