WARNING, DISTRESSING CONTENT:

A Sydney father who planned the horrific murder of his two teenage children before taking his own life had been involved in a long-running custody battle, police say.

The body of John Edwards, 68, was found early on Friday in his Normanhurst home, 4km from where he killed his 15-year-old son and 13-year-old daughter in their West Pennant Hills home about 5.20pm on Thursday.

Police believe the gunman took his own life very soon after the shooting, which was overheard by neighbours.

"The information we've gleaned ... leads me to believe this was premeditated and planned," Acting Assistant Commissioner Brett McFadden told reporters in Sydney on Friday.

"It's too early to get a full appreciation of what went on in the (West Pennant Hills) premises."

AAP

A Sydney father who planned the horrific murder of his two teenage children before taking his own life had been involved in a long-running custody battle, police say.

The body of John Edwards, 68, was found early on Friday in his Normanhurst home, 4km from where he killed his 15-year-old son and 13-year-old daughter in their West Pennant Hills home about 5.20pm on Thursday.

Police believe the gunman took his own life very soon after the shooting, which was overheard by neighbours.

"The information we've gleaned ... leads me to believe this was premeditated and planned," Acting Assistant Commissioner Brett McFadden told reporters in Sydney on Friday.

"It's too early to get a full appreciation of what went on in the (West Pennant Hills) premises."

AAP

The mother, who arrived at the house shortly after the Thursday afternoon shooting, was treated by paramedics for severe shock before being taken into the care of friends and police.

"We will be extending that support through additional counselling services today," Mr McFadden said.

NSW Ambulance Inspector Kevin Sweeney said paramedics were faced with an "extremely distressing and stressful situation".

'Terrible, shocking': PM

Malcolm Turnbull has described as "heartbreaking" and "shocking" the murder of two teenage children by their father in Sydney's northwest.

John Edwards, 68, was found dead in his home hours after killing his 15-year-old son and 13-year-old at their West Pennant Hills house on Thursday evening.

AAP

"It's a terrible, terrible tragedy," the prime minister told reporters on Friday.

"Our hearts go out to the mother and to all of the family.

"We mourn the loss of those young people and pray that those who have been so, so hurt by this shocking crime can find comfort in prayer and the consolation from friends and loved ones

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