At least six people have died after tornadoes ripped through the southern US state of Mississippi on Sunday, officials said.

The tornadoes caused "catastrophic" damage, according to US media, and prompted the National Weather Service (NWS) to issue a tornado emergency, its highest level of tornado alert.

The Mississippi Emergency Management Agency (MSEMA) reported one death in Walthall County, two in Lawrence County and three in Jefferson Davis County, all of which are in the southern part of the state.

"These are initial reports and will continue to update when info becomes available," the agency tweeted.

The Storm Prediction Center said it expected "severe thunderstorms" to continue through the night in Mississippi, as well as in neighboring states Alabama and Georgia.

"Strong tornadoes, widespread damaging winds, and large hail are all possible," the center added.

Mississippi governor Tate Reeves urged state residents to take the "severe storms very seriously."

"The NWS just issued a solemn, rare warning: a 'PDS' (Particularly Dangerous Situation) tornado watch," he tweeted Sunday afternoon.

"Please take precautions to keep your family safe."

He later retweeted a message from MSEMA reminding residents to "wear a mask, bandana, or scarf around your nose and mouth" and to "practice social distancing" to prevent the spread of the coronavirus if they had to go to a public storm shelter.