Steubenville city manager James Mavromatis told WTOV-TV that Bruzzese spoke after being wounded.
Bruzzese's work involves hearing criminal felonies as well as some civil cases, according to the court's website.
An Ohio judge whose judicial colleague was shot outside a courthouse says the attack had to be intended because people know where judges park.
Ma'Lik Richmond is now on the Youngstown State football team but isn't allowed to play this season, the school said earlier this month in responding to criticism surrounding his participation.
Mavromatis said Bruzzese was Lifeflighted to a Pittsburgh-area hospital in stable condition.
"(I) think that everybody needs a little time to settle down a little bit (and) get their thoughts together regarding this very tragic situation", Graham said.
After reviewing video of the shooting, Jefferson County Sheriff Fred Abdalla said he believes the assault was a deliberate attack on the judge.
Ohio Judge Joseph Bruzzese was shot during an apparent ambush outside of the Jefferson County Court of Common Pleas in Steubenville, Ohio on Monday. "This was ambush and attempted murder on our judge".
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The 65-year-old judge underwent surgery at a Pittsburgh hospital.
A probation officer returned fire at the gunman, killing him, according to WTOV. He has served on that court since 1997, according to Ohio Supreme Court records, and he was most recently re-elected in 2014 to another six-year term.
"It just hurts. First thing on a Monday morning".
The suspect's body was still lying next to a auto in the Huntington Bank drive-thru area this morning.
The courthouse has been closed for the day, Mavromatis said.
The judge was able to talk to others after he was shot, reports said.
O'Connor calls violence against judges an attack on the rule of law, which is the foundation of the country. This second person, who was not identified, did not get out of the vehicle and was wounded by a possible bullet ricochet and taken to the hospital, the sheriff said.
The state crime lab will help investigate the shooting, said Republican Attorney General Mike DeWine.