Fears for missing Sydney mother and son

A western Sydney mother and son have gone missing after boarding a train last week for what was supposed to be a weekend trip away.

Police say St Marys woman Melissa Walker, 24, and her two-year-old son were last seen on Friday boarding a train at Penrith that was bound for Cootamundra in southern NSW.

They didn't return home on Sunday as planned and Ms Walker hasn't made contact with her family since Friday, sparking serious concerns for the pair's welfare.

"It is believed they may be in the company of an unknown man," NSW Police said in a statement on Tuesday.