A gunman remains at large after a targeted shooting in Sydney's southwest that left one man dead and two other people injured.

A 40-year-old man, believed to be Sydney underworld figure and convicted killer Walid "Wally" Ahmad, was killed in a spray of bullets on the rooftop car park of Bankstown Central shopping centre on Friday morning.

A 51-year-old man and a 32-year-old woman also suffered gunshot wounds to their legs.

Today police revealed the woman was an innocent bystander, and was at a separate table to Ahmad having coffee when she was shot.

She is not believed to be linked in any way to those involved in shooting.

Both the injured woman and the man are still in hospital in stable conditions.

(9NEWS)

The car found dumped in Benalla, Victoria. (9NEWS)

NSW police have turned their attention to an abandoned car in Victoria, and are investigating whether it has any links to the shooting.

The heavily damaged twin cab ute was found abandoned at 3am yesterday, crashed in bushland in Benalla with a tree lying across its bonnet.

Police were unable to locate the driver, and the car was placed under police guard for a full forensic examination.

"We were exploring whether the vehicle was linked to the shooting. There has been no confirmation the vehicle is linked," a police spokeswoman said.

In a bid to work out the circumstances surrounding the shooting, investigators have previously released CCTV of a white Mercedes and white hatchback driving near the shopping centre about 11.50am, shortly after the shooting took place.

Both cars were later found burnt-out in Greenacre and crime scenes were established.

Police believe the Mercedes was driven into a car park at the shopping centre and a gunman then exited the car, opening fire on three people sitting at a table at a café.

A woman and a second man were injured in the shooting. (9NEWS)

Police said no official arrests have been made. (9NEWS)

No arrests have been made.

“It’s clearly targeted. This isn’t a random shooting. It is clearly targeted towards the man who has died as a result of the gunshot wounds,” Detective Superintendent David Eardley said.

“I can assure the Bankstown and neighbouring communities not to be concerned about this incident – it’s clearly a targeted shooting,” he said.

Police also said they would direct extra resources to preventing any revenge attacks.

They have urged associates of the dead man and wounded pair not to take any action.