Two bodies found in NSW had gunshot wounds

Two people found dead at a rural NSW property suffered gunshot wounds and a third was located in a fire-damaged caravan, prompting an investigation which includes the homicide squad.

The deaths of the woman and two men, whose bodies were discovered Friday morning at the property at Hermidale, west of Nyngan, are considered suspicious and a fourth person may be linked, Acting Superintendent Andrew Hurst said on Saturday afternoon.

None of the deceased have been formally identified but police have said it's believed the two men, 28 and 59, lived at the property while the woman, 36, is believed to have also lived in Hermidale.

The 28-year-old man, whose body was found on the driveway of the property by a member of the public, appeared to have been shot in the head, Acting Supt Hurst said.

It's also thought the woman was shot.

Her body was found near a caravan, where the body of the older man was discovered.

"We believe that there may have been a fourth person who was involved in this incident," Acting Supt Hurst said.

Locals reported hearing an explosion and media reports suggest one side of the caravan was destroyed with debris strewn across a wide area, but police say forensic experts haven't finished their examinations.

"We have, at this stage, no idea what's caused that incident," Acting Supt Hurst said.

It's been reported that the men were father and son and had matters before the court, but Acting Supt Hurst wouldn't comment on their relationship or whether they were facing charges.

Police expect to formally identify the bodies later on Saturday.

Investigators have spoken to many people in the area and are asking anyone with any information to come forward.