A 20-year-old man has been shot dead by police at Seaton in Adelaide's west, after he allegedly got out of a car armed with a knife.

Key points: A 20-year-old from Munno Para West was fatally shot in the chest by an unaccompanied officer

A 20-year-old from Munno Para West was fatally shot in the chest by an unaccompanied officer Police said the man got out of a car and confronted the officer with a knife

Police said the man got out of a car and confronted the officer with a knife The incident will be formally investigated

Police said the man from Munno Para West was a passenger in a Mercedes sedan linked to an earlier incident involving a self-harm threat at a property on Tapleys Hill Road.

The car was pulled over on Green Avenue at Seaton, and the unaccompanied officer attempted to speak to the man, police said.

But the man then allegedly got out from the front passenger seat and confronted the officer about 9:45am.

The officer then fired a single shot which hit the man in the chest.

"The single officer fired a shot as he was retreating from the man who was allegedly armed with a knife. That shot caused critical injuries," Assistant Commissioner Scott Duval said.

"The man was taken to the Royal Adelaide Hospital and I'm sad to say he has subsequently passed away."

Police said the man sustained a gunshot wound, but his condition is unknown. ( ABC News: Sarah Mullins )

Asked whether the man had threatened the officer, Assistant Commissioner Duval said he "did not have the full details".

A crime scene cordon has been set up near the corner of Green Avenue and Alfred Avenue, close to where a knife and spent round were found.

Police said the officer immediately rendered first aid and the incident will now be formally investigated.

"There will be a commissioner's inquiry into this incident as well as a report for the coroner so at this stage I can't comment on the officer's actions," Assistant Commissioner Duval said.

Two women who were in the car at the time the man was shot are now helping police with their inquiries, Assistant Commissioner Duval said.

Assistant Commissioner Scott Duval said the man was shot in the chest. ( ABC News: Sarah Mullins )

He said the man came to police attention when information was received about someone threatening self-harm in the Seaton area, about 9:00am.

"Police had received phone calls from a man who was threatening self-harm as well as making other threats," Assistant Commissioner Duval said.

An "extensive search" for the man involved police going to an address on Tapleys Hill Road, where the Mercedes sedan was seen leaving.

Investigators from Major Crime and the Internal Investigation Section have remained at the scene, along with other officers, to gather evidence.

The officer who fired the shot is now receiving support from "our employee assistance section", police said.

Shooting follows other firearms incidents

It is the second police shooting of a suspect within weeks.

Earlier this month, a man who allegedly threatened officers with a lit gas cylinder and a knife was shot by police at Ingle Farm.

The latest incident follows several others involving firearms overnight, including one in which an Ethelton man was shot in the leg with a BB gun, allegedly by a neighbour, at about 12:30am.

Police were called to Catherine Street after residents reported their home had been shot at.

"Patrols attended and discovered a number of pellets had been fired causing damage to the property as well as one pellet striking a man in the leg," police said.

"Thankfully he was not seriously injured."

A 39-year-old man was arrested and charged over the shooting, as well as for possessing unregistered firearms after police allegedly found two BB guns and a shotgun inside his home.

Police said a Paralowie man was also fired upon after fleeing his home when six men wearing balaclavas broke in just after 10:30pm.

The men allegedly forced their way into the Parkfield Loop home and confronted the occupants.

Two shots were fired at the man, who escaped uninjured, before the attackers drove off in a vehicle similar to a black Holden Astra.

Police do not believe the incident was random.