Six wild brumbies have been found shot dead in a state forest near Lithgow, within a week of the NSW government reopening forests to hunting.

Police are investigating the illegal killings at Newnes State Forest near Lithgow and said the fatal shots appeared to have been the work of an experienced marksman.

The bodies of four stallions and two mares were found on Sunday afternoon. Hunting in about 200 state forests - including Newnes - was allowed to resume on February 3 after a six-month hiatus.

Inspector Gerry Cahill, from Lithgow police, said investigators believed a high-calibre rifle was used.

Police would question people who had been permitted to hunt in the forest at the weekend, he said.