Man shot dead at Sydney police station

A man has been shot dead outside a western Sydney police station after he opened fire on officers with a shotgun, injuring one.

Police say a vehicle stopped outside Penrith Police Station just after 9.30pm on Wednesday and the man approached a police vehicle with a pump-action 12-gauge shotgun and opened fire.

"Police returned fire and the man suffered a fatal injury. He died at the scene," police said in a statement early on Thursday.

Witness footage posted online showed the man falling to the ground after being shot multiple times.

A male constable suffered pellet wounds to the back of the head and was taken to Westmead Hospital with injuries that were not life-threatening, police said.

Several other officers suffered minor injuries that were not gunshot-related.

Earlier, at 9.15pm, someone had fired shots into the front of St Marys Police Station, about 7km away.

Police said early investigations suggest the two shootings could be linked to shots that were fired into a home on Quakers Road, Marayong, about 8.45pm.

Penrith and St Marys Police Stations remain closed.