A NSW Police Force employee has been shot dead in a double shooting outside the state's police headquarters in Sydney's west.

The gunman, who one witnessed said was dressed in a black gown, opened fire on a police IT worker outside the State Crime Command, which houses some of the state's top detectives, in Parramatta at 4.35pm on Friday.

Police said an officer then returned fire.

"It appears an officer has discharged his weapon, responding to a report that a person had been shot," a police spokesman said. "Two people have died at the scene."