The mother of a three-year-old girl who died after being shot in the neck overnight in Sydney was heard saying "he shouldn't have had a gun in the house" and expressing concern her other children could be taken away from her.

Key points: Police are investigating whether the 3yo accidentally shot herself at home

Police are investigating whether the 3yo accidentally shot herself at home The girl's distressed mother yelled "I hate you" as she was led to an ambulance

The girl's distressed mother yelled "I hate you" as she was led to an ambulance Police say a male relative has been taken away for questioning

Emergency crews were called to a house on Danny Road in Lalor Park, in Sydney's west, just after 8:00pm on Sunday following reports of gunfire and loud yelling.

They found the child with a gunshot wound to her neck.

The girl's mother, in a state of high distress, was led out of the house and into an ambulance.

Police and forensic officers remain at the Lalor Park house where a three-year-old girl was fatally shot in the neck. ( AAP: Dean Lewins )

She was yelling: "I hate you, I hate you". And then cried out: "Not my baby girl, not my baby girl."

Police are investigating whether the toddler managed to shoot herself inside the family home.

A crime scene was set up and the house and part of the road was cordoned off.

A woman was led away from the scene in a state of distress. ( ABC News )

A neighbour, Mark Tupua, told the ABC he rushed outside after hearing a loud bang.

"I thought it was a gun so I ran out as quick as I could," he said.

"The father just got out of his car. He was crying, he couldn't really breathe.

"He was just yelling at the top of his lungs to call for help, so I ran back inside to ask my sister to call."

Mr Tupua was asked by reporters what the girl's mother was heard saying after the shooting.

"She was just saying it was his fault, he shouldn't have had a gun in the house, saying that you could take the kids away from them because of what he's done."

The neighbour also said the family had only moved into the house about two months ago.

The girl's three siblings, understood to be all aged under eight, were in the home at the time. ( ABC News )

Male relative taken away for questioning

Detectives were at the scene on Sunday night and spoke with the child's family, and were questioning neighbours on Monday morning.

The girl's three older siblings, understood to be all aged under eight, were in the home at the time of the shooting and a male relative of the victim was taken away for questioning, police confirmed.

Outside the property, a distressed man was seen sitting on the footpath with his head in his hands, rocking back and forth and wailing.

The girl's name has not yet been released.

Officers were called to the address in September last year following reports of a disturbance.

Anyone with information about the shooting is being urged to contact Crime Stoppers.

It was initially reported that the girl was six years old — it has since been confirmed that she was three.