The NMSU Police Department is located on College Drive on the west end of the main campus. (It is outside of the area shown on the online campus map.) To get there from University Avenue, you can turn south on El Paseo Road, and then turn left at the first street you come to, which is College Drive. Proceed, and you will see the Police Department on your left.
Call 911 in case of emergency and 646-3311 for non-emergencies.