Australia Day punters have described their fear when a firework at Bunbury's skyshow malfunctioned and shot into the crowd, injuring five people.

It is the second time in less than a month that fireworks in Bunbury misfired after a woman suffered life-threatening injuries when a firework blew up in her face at New years celebrations at Bunbury's Trotting Club.

Paula Sayer captured the moment a firework shot into the onlooking crowd at Bunbury's Australia Day skyshow. Credit:Paul Sayer

Bunbury Police Sergeant Laurie Stubbs said one of the projectiles from the fireworks display at the annual SkyFest, held at the Bicentennial Square, failed to detonate and landed in the crowd.

"Luckily police were right behind the crowd and rushed to the injured people to give first aid," Sergeant Stubbs said.