The brother of a man shot dead by police at Sydney's Central Station has hit out at the officers involved, saying they did not need to fire at his sibling.

Danukul Mokmool threatened florist Manuel Theoharas with a broken bottle before grabbing a pair of scissors and threatening police about 6:45pm on Wednesday.

Officers from the Transport Command fired four shots, killing Mr Mokmool.

His brother Charlie Huynh said his 30-year-old half-brother, known as Dan, was a kind person who had battled mental health problems for the past 10 years.

Speaking at the family home in Heckenberg, in Sydney's south-west, Mr Huynh said his brother was critical of police.

"They could have done something better than just shooting him," he said.

"Come on, like, he was just holding scissors.

Sorry, this video has expired WARNING: GRAPHIC CONTENT Police shoot man outside florist at Central Station ( ABC News )

"I'm not saying that's not bad, or that's good; at the end of the day he still held scissors up to a worker.

"They could've dealt with it better than what they did.

"They could've at least hit him to the ground, pepper spray him, stuff like that."

'He just wanted to die'

Mr Huynh conceded his brother may have intended to be shot by police.

"I guess he was trying to make a big scene. He told the cops to obviously shoot him. He just wanted to die I guess," Mr Huynh said.

"If he's telling the cops to shoot him, I'm guessing so."

He said his brother was on daily medication and he suspected he may not have taken it on Wednesday.

NSW Police detectives arrive at Danukul Mokmool's Heckenberg home. ( ABC News: Jessica Kidd )

"I'm guessing he got really paranoid at stuff. Thinks someone was trying to kill him or what not.

"Obviously he ended up in the city in central. He had a sharp object. Scissors or something."

Mr Huynh said a friend sent him footage of the shooting and he was unaware it was his brother until police arrived hours later.

"We were like, wow, that's pretty harsh how the cops had to shoot a guy that's running," he said.

"I got a knock at 4 o'clock in the morning telling us, 'did you hear about the Central Station news?' I'm like, 'no, what's wrong?'

Sorry, this video has expired Witnesses describe shooting at Sydney florist

"'Well, the person in the news is actually your brother that got shot dead.' And that's when I just dropped. I didn't know what to say. I was like just in shock."

He said their mother was in Thailand visiting her parents and was hoping to fly back into Sydney on Friday.

Mr Huynh paid tribute to his brother, saying, "he was a lovely guy".

"I loved him to bits. I respected him so much. He always looked after me when I was younger," he said.

The police held a brief press conference a few hours after the shooting saying they had commenced a critical incident investigation.

While this was taking place, it was not expected that NSW Police would make many comments on the fatal incident.