According to police, 15-year-old Trinity Gay was caught in crossfire between two vehicles in a restaurant car park at 04:00 local time (08:00 GMT) on Sunday morning.
Tyson confirmed the tragedy to local news channel, Lex 18.
He said: “She didn’t make it. I’m so confused. She was just here last week for fall break. It’s so crazy.
“I have no idea what happened.”
Tributes for the dead teenager have poured in on social media.
Police say men in two cars opened fire at each other outside the Cookout restaurant before speeding off.
A murder investigation has been launched.
A statement from Trinity’s school board said: “Our hearts are broken this morning over the loss of Trinity to this tragic and senseless act of violence.
“Please join us in keeping the Gay family close in thought and prayer and supporting the students, staff, and families at Lafayette High during this unspeakably difficult time.”
Tyson was part of the US 4*100m relay team at the Rio Olympics.
He won gold in the 100m, 200m and 4*100m at the World Championships but was stripped of his silver from London 2012 after testing positive for a banned substance.