Three people have been killed in a shooting with the gunman still at large.

NSW Police urged people on Walker Street, near Yelkin Street in Lake Cargelligo, in the state’s Central West, to stay indoors from about 4.40pm on Thursday.

Two women and a man died in the shooting and another man was taken to hospital in a serious but stable condition.

The deceased were killed in two separate locations. 

‘At this stage police have identified an offender who is still at large,’ Western Region Command’s assistant Commissioner Andy Holland said in a press conference.

‘We have a large search in the area currently underway and we are requesting that people remain indoors.’

Officers were called to the first location on Bokhara St at about 4.20pm and found the bodies of a man and woman inside a vehicle.

A short time later reports surfaced of shots being fired on Walker St, where officers found the body of a woman and an injured man.

Three people have died in across two locations at Lake Cargelligo

Three people have died in across two locations at Lake Cargelligo

The gunman remains at large and people in the area were advised remain indoors

The gunman remains at large and people in the area were advised remain indoors

‘A crime scene has been established and an investigation into the circumstances of the incident has commenced,’ NSW Police said in a statement.

‘The public is urged to avoid the area and for local residents to stay inside.

‘More information will be provided when it becomes available.’

It’s understood the gunman has an apprehended violence order (AVO) against him and fled the scene in a council-owned vehicle while armed with a long-arm weapon.

Early reports suggest the first woman and man shot were the gunman’s pregnant ex-partner and her new boyfriend.

It’s believed the other victims were relatives of the ex-partner. 

Police are responding to multiple crime scenes. 

Barwon MP Roy Butler described the incident as ‘tragic’.

The shooting took place Bokhara St and Walker St in Lake Cargelligo (pictured)

The shooting took place Bokhara St and Walker St in Lake Cargelligo (pictured)

‘It’s a terrible situation, and it’s still live, so we don’t have much information,’ Butler said.

‘My thoughts are with the victims and their families.

‘Please stay indoors until the advice changes.’

Dubbo state MP Stephen Lawrence said it was ‘terrible news’.

‘My thoughts are with the Lake Cargelligo community right now,’ he wrote online.

At least one regional tactical police unit is at the scene and two PolAir helicopters are searching for the gunman from the air. 

NSW Police urged anyone with information or who witnessed strange activity to call triple-0 immediately.

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Lake Cargelligo shooting: Two women and a man shot dead in central NSW as gunman remains on the run