In a statement, NSW Police said officers were called to Eddy Avenue just before 6.45pm on Wednesday "following reports of an armed robbery".

Witnesses said a man armed with what appeared to be scissors confronted the owner of a florist shop at the station, causing bystanders to call police.

When officers arrived, the man refused to put the scissors down, witnesses said. He was then shot several times at close range.

The man appeared lifeless after the shooting, with police crowding over him to offer first aid. He died at the scene, a police spokeswoman said.

"A critical incident investigation will now examine all circumstances surrounding the incident," the spokeswoman said. "We will provide further details once they come to hand."

In a video posted to social media, reportedly of the moment of the shooting, police can be heard shouting at the man before four shots are fired.

A plainclothes officer stands near the entrance of the florist with his gun drawn. The man, standing inside the shop, begins to run towards the officer, who then opens fire.

Witnesses can be heard swearing, seemingly in shock. One woman says the man is bleeding: "He's going to die".

Several witnesses said the man was holding scissors, while one witness who called triple zero said the man appeared to be armed with a shard of glass.

It is understood officers from the Police Transport Command were the first to arrive at the scene.

Markell Brownscombe, 27, was on his way home at about 6.45pm when he saw a plainclothes police officer pointing a gun at an Asian man who was standing at the florist holding scissors in his hand.

He said he stopped to see what was happening and noticed two officers - wearing uniforms - were also pointing their guns at the man.

"They were aiming the gun at him and yelling at him 'put it down', then he was not putting it down," Mr Brownscombe said.

"He was saying something, but I didn't hear him saying it. Later someone told me he was saying 'shoot me'. He didn't need to die."

Mr Brownscombe said "a ton of people" were walking past the scene as the incident unfolded, with many of them shaken after seeing the man fatally shot.

"There was three gunshots then it was over," he said. "A lot of people were in disbelief."

NSW Ambulance confirmed paramedics were called to the scene.

- with Ava Benny-Morrison​