The family of an Aboriginal woman shot dead by police on a residential street in Western Australia's coastal Mid West region have demanded to know why officers did not instead deploy their Tasers.

The 29-year-old was reportedly armed with a knife when police attended a home in Karloo, Geraldton and one officer shot her about 6.15pm on Tuesday.

"During an incident at the address, an officer discharged their firearm causing a woman to receive a gunshot wound," police said in a statement.

She was rushed by ambulance to Geraldton Regional Hospital where she later died.

NITV has reported the woman was a 29-year-old Yamatji woman.

A woman has been shot by police in the Geraldton suburb of Karloo. She’s been taken to Geraldton Regional Hospital. WA Police Major Crime officers are travelling to Geraldton to investigate. pic.twitter.com/2iEYizbnjn — Natasha Harradine (@natharra) September 17, 2019

She leaves behind a seven-year-old son, who lives with another relative.

National Suicide Prevention and Trauma Recovery Project national co-ordinator Gerry Georgatos told AAP the organisation was supporting the family, including the woman's foster mother, who lives in Mullewa.

"It's as harrowing as it gets," Mr Georgatos said.

"The family is hurting and there's a lot of confusion about what has occurred.

"There's a sea of grief at the moment from Mullewa to Geraldton."

Mr Georgatos said he had heard the woman may have been armed with a knife, but police have not confirmed the report.

One witness told reporters she was frightened during the incident.

"I come running out looking, like 'what the hell?' ... when I looked there, there's like eight police on the ground all around her," she said.

"I had my daughter on me and I went out there and I heard, 'she's been shot, ring the ambulance', so I just grabbed her and ran back inside. I was shocked. I was terrified. It was scary."

Major Crime officers have travelled to Geraldton to investigate.

The Police Internal Affairs Unit will conduct a separate inquiry, which is standard protocol.

WA Police Union president Harry Arnott said the union was standing by its members involved in the "tragic incident" and would assist them through the internal investigation process.

"Our thoughts go out to the police officers involved and their families in this terrible circumstance," he said.

The president and senior vice president are travelling to Geraldton to ensure the welfare of the officers involved.

With AAP...