Paranormal investigators claim to have photographed an 'anomaly' stalking a colonial era cemetery in western Sydney that many believe is haunted.

Four members of Sydney South West Paranormal Investigators captured the ghostly figure at St Bartolomew's Cemetery in Prospect last Halloween using a high spectrum camera, The Blacktown Advocate reports.

The figure was snapped near the grave of explorer William Lawson and other early settlers.

Lead investigator Kelly Ryan said her small team heard whining sounds as they approached the tomb stone.

"We think it's moving towards us. It has legs, arms. We think it's a male," she said.

"We're not claiming this is the spirit of a human being, we're just saying this is an anomaly.

Tour guide and local historian Hazel Magann said she was unsure what the anomaly was but added that she had felt uneasy near the area where it was spotted.

"I close down. I kept having horrendous feelings near where that photo was taken," Ms Magann says.

The historian said that a troupe of scouts once told her that they had seen what appeared to be a short man following her near where the photo was taken.

After undertaking research she suggested that the cemetery could be haunted by Englishman James Willis, who was born in 1834 and also known as the Penrith Jockey.

Ms Magann said Willis' mother Mary is buried under the tree where the anomaly was captured.

However, she believes his spirit is there because of his daughter Emily, who died in 1863 at the age of three.

Ms Magann described the child as a "very naught girl" and a "prankster" and insisted that "she can never leave the site".

Members of the paranormal investigation team said they had seen a girl fitting Emily's description there and had experienced other unusual phenomena such as having the batteries on their equipment drain when they try to record anomalies.

Paranormal investigator Ryan said he was sure people would doubt his team's version of events but added that he welcomed the cynicism.

"It doesn't matter what evidence we have, there’s always going to be sceptics," he said.