The region is predominantly Muslim.
The woman was allegedly slain and set on fire by Muslim pupils at the Shehu Shagari College of Education.
They then went on a rampage, smashing anything in their path, including vehicles.
Security officers intervened to restore order, according to a police spokeswoman in Sokoto state, and an investigation is underway.
The college has been closed indefinitely, and students have been ordered to return home immediately.
The Sultan of Sokoto, Sa’ad Abubakar, Nigeria’s most senior Islamic religious authority, has condemned the assassination of the Christian student and called for calm.