The person who shot a woman dead in Greymouth on the West Coast remains at large and could still be armed.

The incident occurred just after 4pm on Sunday, at a property in Marsden Rd.

Police on Monday said they had found a car the alleged offender is believed to have used to leave the scene of the shooting and an associate of the alleged offender was helping them with their inquiries.

SAM STRONG/STUFF Police blocked roads in Greymouth as they searched for the suspect.

West Coast Area Commander Mel Aitken said it was thought the shooter may be known to the victim, but this had not been confirmed.

"Based on what we know at this time it is thought that the offender may have travelled from the address with an associate, and could still be armed."

An autopsy would be carried out on Monday, she said.

SAM STRONG/STUFF Emergency responders at the scene of the Greymouth shooting.

"Today's events have understandably upset many people in our community," Aitken said on Sunday.

"Police are doing everything we can to support the family (of the victim) during this difficult time."

The public was urged not to approach anybody acting suspiciously, but to report it immediately to 111. Information can also be reported anonymously to Crimestoppers on 0800 555 111.

SAM STRONG/STUFF Police attend the scene of a shooting on Marsden Rd, Greymouth, on the West Coast.

Marsden Rd was on Sunday blocked to traffic from the intersection with Sinnott Rd to Coates Rd.

A woman from a nearby property who did not want to be named said she heard "an almighty boom" about 4pm.

"I thought it was someone's gas tank exploding, it was that loud."

Shortly afterwards, police arrived, she said.

Police said they would be staying in the area for quite a while, and there was nothing for neighbours to worry about.

Two police officers were stationed at the entrance to the Omotumotu bush walk, the woman said.

Another neighbour said he had to be escorted back to his house by an armed policeman on his return from the supermarket around 5pm.

He said the deceased woman moved into the house within the past 12 months.

Neighbours have been told to stay inside.