The girlfriend of an Australian baseball player shot dead in a random attack in the US says the loss has been unbearable as she plans a trip to Australia for his funeral.

Chris Lane, 22, was shot in the back in a random attack by three teenagers while he jogged through the streets of the Oklahoma town of Duncan on Friday afternoon. He was pronounced dead in hospital within an hour of the shooting.

His girlfriend, Sarah Harper, was interviewed by the ABC in the street where Lane was shot. She said the pair had returned from a three-week trip to Australia just two days before Lane was killed.

"It's been pretty unbearable, he was so close to home and that there was nothing that could have changed the outcome," she said.

"You can't plan ahead for something like this, so it's hard to imagine who could think of doing anything like this."

Harper said she planned to return to Australia to say goodbye to Lane "with the people he loved the most".

Three boys aged 15, 16 and 17 were arrested after the attack and though police are yet to lay charges they believe the boys would have killed more people if they had not been taken into custody.

Harper said she had no desire to face the trio to ask them why they did it and did not want to see them in court.

"Never heard of them, never met them," she said. "I didn't know anything about them until after all this happened, and … I have no intention to see them, hear them.

"Just the fact that they said they wanted to do it is enough for me to not want to be any part of any of it with them. They're just bad people.

"It's sick that they could do something like this; see him run by and then just pick him. I don't have any intention to see them. I don't want to know what they look like."

Harper also paid tribute to Lane on Facebook, writing that she would always have "amazing memories" of their trip to Australia.

"I love you so much babe," she said. "From 2009 until forever you will always be mine and in a very special and protected place in my heart."

The chief of the Duncan police department, Danny Ford, told Australian Associated Press on Monday the attack was completely random, and Lane was just in the wrong place at the wrong time.

"I can assure you, he had no idea who these boys were," he said. "He's a victim of opportunity, I'm sorry to say that. Somebody would have died that day, somebody mowing their yard, these boys had made up their mind.

"I know everybody thinks there has to be a reason, but I've been in this business for 30 years and there doesn't have to be a reason with these kids."