NSW Police have confirmed that a 15-year-old boy was the lone gunman who shot dead a police employee outside the state's headquarters in Sydney's west.

The teenager shouted religious slogans before firing one shot in the back of the head of a police finance worker as the employee was heading home on Friday afternoon.

The police employee has been named as Curtis Cheng, a 17-year veteran of the police force. Police say the shooter is of Iraqi-Kurdish background and was born in Iran.