A man has been shot dead by police following a "confrontation" with officers at Central Station in Sydney's CBD.

In a statement, NSW Police said officers were called to Eddy Avenue just before 6.45pm on Wednesday "following reports of an armed robbery".

Witnesses said a man, identified as Danukul Mokmool, 30, was armed with what appeared to be scissors. He confronted the owner of a florist shop at the station, causing bystanders to call police.

When officers arrived, the man refused to put the scissors down, witnesses said. He was then shot several times at close range.