It was not immediately known who put the nooses up or why.
She said the hanging remark was an "exaggerated expression of regard" for the supporter, but the remarks drew sharp criticism in a state with a 38% black population.
If elected, Espy would be the first black person elected to the Senate from the state since the era of Reconstruction.
"Let me be perfectly clear - there is absolutely no place in our state for these unacceptable symbols or tactics to intimidate others", Hurst said".
Donald Trump praised Ms Hyde-Smith as he headed to Mississippi to lead two rallies for the senator. Cindy Hyde-Smith, the Republican incumbent in the Mississippi Senate race, whose recent comments about "public hanging" have caused her to lose donors and prompted outcry heading into the runoff election on Tuesday.More news: Hey Siri, OK Google
Hyde-Smith, as you may recall, said during her support of friend and supporter Colin Hutchinson, "I would fight a circle saw for him".
Neither Espy nor a Hyde-Smith campaign spokeswoman would comment on the nooses.
It began when video emerged online of her telling supporters earlier this month that she'd be "on the front row" if one of her supporters there "invited me to a public hanging". If we find evidence beyond a reasonable doubt that a federal crime has occurred, these criminals will be swiftly prosecuted and held accountable.
The matter was under investigation, he said, adding that he did not know what was on the signs. Nooses hung on the trees of the capitol's south lawn on Monday, according to authorities.
The NAACP website says that between 1882 and 1968, there were 4,743 lynchings in the United States, and almost 73% of the victims were black.