Search continues for Sydney gunman

A gunman remains at large after a targeted shooting in Sydney's southwest that left one man dead and two other people injured.

A 40-year-old man, believed to be Sydney underworld figure and convicted killer Walid "Wally" Ahmad, was killed in a spray of bullets on the rooftop car park of Bankstown Central shopping centre on Friday morning.

NSW Police have turned their attention to an abandoned car in Victoria as they investigate whether it has any links to the shooting.

"We were exploring whether the vehicle was linked to the shooting. There has been no confirmation the vehicle is linked," a spokeswoman told AAP on Saturday.

A 60-year-old man and a 31-year-old woman suffered gunshot wounds to their legs during the brazen attack.

Police won't say whether the three were known to each other but insist the dead man was clearly a target.

It's believed the shooter was not a lone wolf and police say a burnt out vehicle was found in the Greenacre area later on Friday.

Police say they will throw extra resources at trying to prevent any revenge attacks.

They've urged associates of the dead man and wounded pair not to take any drastic action.