The girlfriend of slain Melbourne baseballer Christopher Lane has told the ABC she does not know anything about his alleged attackers and never wants to see them.

The 22-year-old was shot in the back while jogging in Duncan in the US state of Oklahoma on Friday.

Sorry, this video has expired News Breakfast speaks with Duncan Police Chief Danny Ford

Police allege three teenagers spotted Lane running past, got into a car and followed him before shooting him in the back and driving off.

The teenagers, aged 15, 16 and 17, are expected to be charged with first-degree murder and could potentially face the death penalty.

Lane's girlfriend Sarah Harper has told the ABC the couple had only been back in the US two days following a trip to Australia.

"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."

Ms Harper said she did not know anything about Lane's alleged attackers.

"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.

Christopher Lane was shot in the back while out jogging in Oklahoma. ( Essendon Baseball Club )

"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."

Duncan Police Chief Danny Ford says it appears the teenagers were on a "killing spree" after leaving a chilling message on Facebook.

"Bang. Two drops in two hours," the post reportedly read.

"They wanted to be Billy Bob Badasses," Chief Ford said.

"I think they were on a killing spree.

"We would have had more bodies that night if we didn't get them."

Chief Ford said one of the teen's first words after being arrested were: "We were bored. We wanted something to do and we decided to kill somebody."

Lane was on a baseball scholarship at East Central University and was reportedly two weeks away from celebrating his 23rd birthday.

Sarah Harper attends a tribute to Christopher Lane at the scene of his shooting. ( ABC News: Michael Vincent )

ABC/AFP