Police are searching for the father of two teenagers who were shot dead at a house in Sydney's north-west.

(Update: police say a man's body had been found at another house)

Police were called to the house on Hull Road in West Pennant Hills about 5:20pm yesterday.

A 15-year-old boy and a 13-year-old girl were killed in the incident, while their mother, 36, turned up at the scene shortly after police arrived.

She was treated for shock at the scene and is now being supported by friends.

Acting Assistant Commissioner Brett McFadden said the scene was "harrowing" for emergency responders after responding to a number of reports of shots being fired.

"The emergency service personnel responded to what can only be described as an horrific scene inside those premises," he sa

Police said the victims were "targeted" and they believed it to be a domestic incident. ( AAP: Dan Himbrechts )

"We consider this to be very much a targeted incident and we do believe that it may well be domestic violence-related and our focus at the moment is on the investigation to locate our person of interest," he said.

NSW Ambulance Inspector Kevin McSweeney said when paramedics arrived at the scene they were confronted with "an extremely distressing and stressful situation".

"She didn't sustain any physical injuries as such, however obviously because of the horrific scene, the stress is enormous to her," he said.

Police were called to a house on Hull Road in West Pennant Hills. ( ABC News )

"You've really got a family that's going to be struggling to come to terms with it but also the responding police will struggle to come to terms with what they've seen."

'It's so cruel'

Police set up a road block at Dean Street and Hull Road where a group of concerned neighbours gathered last night.

One neighbour, Maya Clarke, said she was "shocked and scared" to hear of the tragedy.

"It's just a nice place, a nice area," she said. "It should not happen … it's so cruel, it should not happen.

"How people can shoot kids … I'm shaking."

Her grand-daughter Sienna Clarke said it was a quiet and peaceful area.

"Bad things don't happen around here so it's just kind of frightening because our house is just down the street," she said.

John Howard, another resident, has lived in the area since 1963 and said there was very little crime.

"I just wonder why they pick on the children. It's so unfair, they had a whole life ahead of them," he said.

"It is horrendous and it's just something that we never really worry about in this area. We feel very safe."