He said the matter is under investigation by the Mississippi Capitol Police, and he did not immediately know what was on the signs.
Pressley participated in campaign events and posted a video on social media in support of Espy.
Air Force One will touch down in Tupelo, Mississippi Monday afternoon where the President will hold the first of two "Make America Great Again" rallies for Republican Senator Cindy Hyde-Smith.
"Don't pay attention to the polls, my race had me down by 13 points and we won by 17", she said. She apologized "to anyone that was offended".
Chuck McIntosh, a spokesman for the state Department of Finance and Administration, which oversees the capitol, said the nooses and signs were found on Monday shortly before 8am, on the south side of the grounds.
"On Tuesday November 27, thousands of Mississippians will vote for a senator".
In the video, Hyde-Smith appeared to be speaking during a campaign event about the support of a MS rancher. "If we find evidence beyond a reasonable doubt that a federal crime has occurred, these criminals will be swiftly prosecuted".
The reporter called the cops and the nooses and signs were taken away, and police are reviewing surveillance footage.
MS has a history of racially motivated lynchings. The NAACP website says that between 1882 and 1968, there were 4,743 lynchings in the United States, and that almost 73 percent of the victims were black.
Despite Hyde-Smith's comments on "public hangings", and other ties to an allegedly racist past, her chances of winning another term as a U.S. Senator representing the state of MS are promising.