The New South Wales police civilian employee shot dead by a radicalised youth was a "gentle man", the police commissioner has said.

A 15-year-old of Iraq-Kurdish background killed long-time police employee Curtis Cheng as he was leaving headquarters at Parramatta in Sydney's west around 4:30pm on Friday.

The offender then fired several more shots at officers as they emerged from the building to respond to the incident.

He was killed when the officers returned fire.

Loading

Police Commissioner Andrew Scipione said Mr Cheng, 58, was a 17-year veteran of the police force's finance department where he worked as an accountant.

"He was a much-loved man, [he had] been with us a long time. I don't think I've ever heard anyone have a bad word about Curtis and he will be missed," he said.

"Curtis was admired and respected by his colleagues. He was a gentle man in every sense.

"What has occurred is shocking and it is a very sad time for those who worked closely with him and all our employees."

A police source said the victim was a Buddhist and of Hong Kong-Chinese background.

"You won't find anyone in the cops who has a bad word to say about him," the source said.

"He just walked out the door, Friday afternoon, on his way going home to his wife and kids. Shot dead. It's just horrible."

Flowers have been left outside the NSW police headquarters in honour of shooting victim Curtis Cheng. ( ABC: Jessica Kidd )

Prime Minister Malcolm Turnbull said his thoughts and prayers were with the family of Mr Cheng.

NSW Premier Mike Baird acknowledged the loss of the victim's family and friends.

"He sounds a wonderful man, very much loved by family and friends and indeed the police community and we can't forget that the police community are deeply impacted by this," Mr Baird said.

"A colleague and friend, it is going to hurt, and hurt very deeply."

Federal Opposition Leader Bill Shorten also expressed his condolences to the family of the perpetrator.

"Our thoughts are with the family of a 15-year-old alleged perpetrator as they must be struggling to comprehend how someone so young could be part of such a terrible crime," Mr Shorten said in a statement.

Mr Scipione praised the senior constables for the way they handled the situation.

"I don't think I've seen a greater act of bravery than what I saw last night with these three special constables," he said.

"Those special constables certainly put their lives on the line, knowing they were under fire, probably aware that somebody had been shot, could even have been aware that is was one of their own."