NSW govt urged to change gun club laws

The NSW government won't be rushing to change the state's gun laws amid calls for a review following the shooting murder of two Sydney teens by their father.

Labor and not-for-profit group Gun Control Australia have floated the idea of allowing people to have a say when their partners or ex-partners apply for a gun licence.

John Edwards, who shot dead his two children Jack, 15, and Jennifer, 13, in their West Pennant Hills home last week with "powerful" handguns, had bought the weapons only months earlier.

He had been involved in a drawn-out custody battle with the children's mother.

NSW Premier Gladys Berejiklian said the case "shocked us all" but stopped short of committing to new regulations.

She said she would take advice from police to ascertain exactly what happened in the lead up to the shooting.

"I've already been in touch with commissioner and minister for police and if there is something we need to do sooner, we will, but we need to get all the facts," she told reporters on Monday.

Opposition Leader Luke Foley suggested a review of local laws for gun clubs and the ability to remove guns from their premises.

GCA claims existing gun laws fail to adequately protect women and children because they require an apprehended violence order to be in place or a criminal charge before a licence may be revoked or suspended.

It wants firearm licences reviewed once parties enter Family Court proceedings.