From The Truth About Guns:

According to the AG’s office, in 2002 the City of Dallas entered into a 25-year lease with the State Fair of Texas authorizing the nonprofit organization to take control of the governmental function of Fair Park during the 24 days of the annual event. Consequently, the new carry rule directly violates state law, which permits licensed gun owners to lawfully carry in places owned or leased by governmental entities unless otherwise prohibited by state law. 

“Texas law clearly states that license to carry holders may not be prevented from carrying a firearm on property owned or leased by the government unless otherwise prevented by state statute,” Paxton said in a news release from his office. “The State Fair of Texas’s recent policy that infringes on LTC holders’ Second Amendment rights is unlawful. Dallas has 15 days to fix the issue, otherwise I will see them in court.”